+8,016.0%
CI vs TT
+14,127.6%
-6,111.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | +0.2% |
| 7D | +1.0% | -9.0% | +10.0% | +4.1% |
| 30D | +9.9% | -17.6% | +27.5% | +16.7% |
| 3M | +12.1% | -18.7% | +30.7% | +19.3% |
| 6M | +10.6% | -17.4% | +28.0% | +16.3% |
| YTD | +11.4% | +1.5% | +9.9% | +8.6% |
| 1Y | +18.8% | -9.4% | +28.2% | +20.2% |
| 3Y | +2.9% | +85.1% | -82.2% | -21.7% |
| 5Y | +54.5% | +125.7% | -71.2% | +6.9% |
| 10Y | +175.7% | +757.3% | -581.6% | +18.2% |
| All | +8,016.0% | +14,127.6% | -6,111.6% | +1,185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling