+28.0%
CL vs TT
-7.6%
+35.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.5% | -2.0% |
| 7D | +1.3% | -2.0% | +3.3% | +1.2% |
| 30D | +11.4% | -14.0% | +25.4% | +10.4% |
| 3M | +4.4% | -15.9% | +20.3% | +3.4% |
| 6M | +10.8% | -17.3% | +28.1% | +9.9% |
| YTD | +25.1% | +4.0% | +21.2% | +24.0% |
| 1Y | +28.0% | -7.1% | +35.1% | +27.6% |
| All | +28.0% | -7.6% | +35.6% | +27.6% |
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