+3,231.7%
CLS vs TT
+5,256.9%
-2,025.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | +4.6% | -0.2% | +4.8% | +4.8% |
| 30D | -13.9% | -7.4% | -6.5% | -9.8% |
| 3M | -26.6% | -3.2% | -23.4% | -25.1% |
| 6M | +15.4% | +1.1% | +14.3% | +16.0% |
| YTD | +5.7% | +15.6% | -10.0% | -2.7% |
| 1Y | +41.1% | +9.2% | +32.0% | +34.8% |
| 3Y | +1,228.6% | +124.4% | +1,104.2% | +778.4% |
| 5Y | +3,240.6% | +138.0% | +3,102.6% | +2,013.2% |
| 10Y | +2,760.3% | +886.4% | +1,874.0% | +743.6% |
| All | +3,231.7% | +5,256.9% | -2,025.2% | +202.9% |
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