+4,850.5%
CL vs TT
+16,138.6%
-11,288.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -4.8% | -7.2% | +2.3% | -3.4% |
| 3M | +4.9% | -3.0% | +7.9% | +5.2% |
| 6M | -5.7% | +1.4% | -7.1% | -6.5% |
| YTD | +14.4% | +15.9% | -1.5% | +10.1% |
| 1Y | +8.7% | +9.4% | -0.7% | +5.7% |
| 3Y | +30.0% | +124.4% | -94.4% | +6.9% |
| 5Y | +28.4% | +138.0% | -109.6% | +3.0% |
| 10Y | +50.1% | +886.4% | -836.3% | -12.3% |
| All | +4,850.5% | +16,138.6% | -11,288.2% | +1,240.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling