+1,628.1%
CLS vs TT
+764.8%
+863.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -1.4% |
| 7D | -22.2% | -2.0% | -20.2% | -20.6% |
| 30D | -44.4% | -14.0% | -30.4% | -36.9% |
| 3M | -34.3% | -15.9% | -18.4% | -24.1% |
| 6M | -50.1% | -17.3% | -32.7% | -41.4% |
| YTD | -30.1% | +4.0% | -34.0% | -31.5% |
| 1Y | -39.3% | -7.1% | -32.2% | -34.8% |
| 3Y | +732.7% | +90.2% | +642.5% | +463.0% |
| 5Y | +1,777.2% | +131.1% | +1,646.1% | +979.2% |
| All | +1,628.1% | +764.8% | +863.3% | +435.1% |
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