-29.6%
CLS vs TT
-6.5%
-23.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -1.7% | -7.4% | -7.4% |
| 7D | -21.1% | -8.5% | -12.7% | -13.8% |
| 30D | -38.2% | -12.8% | -25.4% | -29.0% |
| 3M | -36.3% | -12.9% | -23.4% | -26.7% |
| 6M | -43.8% | -15.2% | -28.6% | -33.5% |
| YTD | -20.0% | +6.2% | -26.2% | -19.4% |
| 1Y | -29.6% | -4.5% | -25.1% | -8.8% |
| All | -29.6% | -6.5% | -23.1% | -8.8% |
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