+40.8%
CL vs TT
+134.4%
-93.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.8% | +8.1% | -8.9% | -1.6% |
| 30D | +9.5% | -11.3% | +20.7% | +10.7% |
| 3M | +6.6% | -11.2% | +17.8% | +7.8% |
| 6M | +13.2% | -8.9% | +22.2% | +13.8% |
| YTD | +26.9% | +9.7% | +17.1% | +24.0% |
| 1Y | +27.6% | +1.3% | +26.4% | +26.1% |
| 3Y | +39.1% | +93.4% | -54.2% | +18.5% |
| All | +40.8% | +134.4% | -93.6% | +8.6% |
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 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