+84.1%
CL vs TT
+748.9%
-664.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.3% |
| 7D | -0.8% | +3.5% | -4.3% | -1.4% |
| 30D | +9.5% | -11.0% | +20.6% | +11.7% |
| 3M | +6.8% | -12.0% | +18.8% | +9.0% |
| 6M | +14.3% | -10.4% | +24.7% | +15.8% |
| YTD | +27.0% | +9.9% | +17.1% | +22.9% |
| 1Y | +26.3% | +1.5% | +24.8% | +24.2% |
| 3Y | +39.3% | +93.7% | -54.5% | +14.7% |
| 5Y | +41.5% | +139.2% | -97.7% | +7.9% |
| 10Y | +84.1% | +741.5% | -657.4% | +3.1% |
| All | +84.1% | +748.9% | -664.8% | +3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling