+42.8%
CL vs TT
+128.8%
-86.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.4% |
| 7D | +5.9% | -9.0% | +14.9% | +6.9% |
| 30D | +13.8% | -17.6% | +31.4% | +15.9% |
| 3M | +6.4% | -18.7% | +25.1% | +8.5% |
| 6M | +15.6% | -17.4% | +33.1% | +17.4% |
| YTD | +27.9% | +1.5% | +26.3% | +25.9% |
| 1Y | +31.4% | -9.4% | +40.8% | +31.5% |
| 3Y | +41.4% | +85.1% | -43.7% | +20.5% |
| 5Y | +42.8% | +125.7% | -83.0% | +8.5% |
| All | +42.8% | +128.8% | -86.0% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling