+89.6%
CL vs TT
+725.1%
-635.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.1% |
| 7D | +3.2% | +4.0% | -0.8% | +2.5% |
| 30D | +8.0% | -11.3% | +19.3% | +10.2% |
| 3M | +7.9% | -12.3% | +20.2% | +10.2% |
| 6M | +14.7% | -10.8% | +25.6% | +16.3% |
| YTD | +29.2% | +8.2% | +21.0% | +25.3% |
| 1Y | +29.5% | +1.5% | +28.1% | +27.3% |
| 3Y | +40.7% | +91.5% | -50.8% | +16.1% |
| 5Y | +43.9% | +130.2% | -86.4% | +10.7% |
| All | +89.6% | +725.1% | -635.5% | +6.7% |
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