+1,225.8%
CLS vs TT
+125.0%
+1,100.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | 0.0% |
| 7D | +4.6% | 0.0% | +4.6% | +4.7% |
| 30D | -13.9% | -7.2% | -6.7% | -7.1% |
| 3M | -26.6% | -3.0% | -23.6% | -24.6% |
| 6M | +15.4% | +1.4% | +14.1% | +14.8% |
| YTD | +5.7% | +15.9% | -10.2% | -9.8% |
| 1Y | +41.1% | +9.4% | +31.7% | +28.3% |
| All | +1,225.8% | +125.0% | +1,100.8% | +679.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling