+3,269.5%
CLS vs TT
+140.2%
+3,129.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.1% |
| 7D | +4.6% | 0.0% | +4.6% | +4.7% |
| 30D | -13.9% | -7.2% | -6.7% | -8.0% |
| 3M | -26.6% | -3.0% | -23.6% | -24.7% |
| 6M | +15.4% | +1.4% | +14.1% | +15.3% |
| YTD | +5.7% | +15.9% | -10.2% | -7.2% |
| 1Y | +41.1% | +9.4% | +31.7% | +30.7% |
| 3Y | +1,228.6% | +124.4% | +1,104.2% | +674.6% |
| All | +3,269.5% | +140.2% | +3,129.3% | +1,707.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling