+2,944.0%
CLS vs TT
+899.5%
+2,044.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.1% | +6.0% |
| 7D | +12.8% | +1.6% | +11.2% | +11.5% |
| 30D | +3.8% | -7.3% | +11.1% | +10.1% |
| 3M | -14.6% | -2.6% | -12.0% | -13.1% |
| 6M | +32.2% | +5.9% | +26.3% | +28.1% |
| YTD | +11.6% | +15.4% | -3.8% | 0.0% |
| 1Y | +35.1% | +8.2% | +26.8% | +27.4% |
| 3Y | +1,312.5% | +122.7% | +1,189.9% | +742.9% |
| 5Y | +3,542.1% | +145.0% | +3,397.1% | +1,888.1% |
| 10Y | +2,944.0% | +893.7% | +2,050.3% | +762.8% |
| All | +2,944.0% | +899.5% | +2,044.5% | +762.8% |
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 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