+1,929.4%
CLS vs TT
+748.9%
+1,180.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.0% | +7.5% | +7.7% |
| 7D | +2.8% | +3.5% | -0.7% | +0.5% |
| 30D | -30.1% | -11.0% | -19.1% | -22.7% |
| 3M | -21.7% | -12.0% | -9.7% | -12.5% |
| 6M | -36.2% | -10.4% | -25.8% | -29.7% |
| YTD | -17.8% | +9.9% | -27.8% | -22.9% |
| 1Y | -26.8% | +1.5% | -28.3% | -26.5% |
| 3Y | +853.4% | +93.7% | +759.7% | +532.2% |
| 5Y | +2,005.0% | +139.2% | +1,865.8% | +1,074.2% |
| 10Y | +1,929.4% | +741.5% | +1,187.9% | +500.2% |
| All | +1,929.4% | +748.9% | +1,180.5% | +500.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling