+8.7%
CL vs TT
+10.6%
-1.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.4% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -4.8% | -7.2% | +2.3% | -5.2% |
| 3M | +4.9% | -3.0% | +7.9% | +4.5% |
| 6M | -5.7% | +1.4% | -7.1% | -6.2% |
| YTD | +14.4% | +15.9% | -1.5% | +15.5% |
| 1Y | +8.7% | +9.4% | -0.7% | +8.8% |
| All | +8.7% | +10.6% | -1.8% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling