+2,277.8%
CLS vs TT
+4,929.9%
-2,652.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.7% | +3.2% | +5.1% |
| 7D | -10.6% | +1.7% | -12.3% | -11.0% |
| 30D | -38.4% | -11.8% | -26.6% | -33.3% |
| 3M | -29.9% | -12.6% | -17.3% | -23.4% |
| 6M | -40.6% | -9.4% | -31.3% | -36.5% |
| YTD | -24.6% | +8.8% | -33.4% | -27.4% |
| 1Y | -30.8% | -2.5% | -28.3% | -28.7% |
| 3Y | +811.7% | +95.7% | +716.1% | +560.2% |
| 5Y | +1,838.4% | +135.7% | +1,702.7% | +1,146.9% |
| 10Y | +1,751.5% | +750.6% | +1,000.9% | +499.5% |
| All | +2,277.8% | +4,929.9% | -2,652.1% | +126.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling