+95.2%
CNC vs TT
+961.2%
-866.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +0.9% | +1.4% |
| 7D | -0.9% | -1.2% | +0.3% | -0.5% |
| 30D | -1.0% | -7.3% | +6.3% | +1.6% |
| 3M | +4.5% | -3.6% | +8.1% | +5.5% |
| 6M | +85.2% | +2.8% | +82.4% | +81.4% |
| YTD | +61.4% | +14.5% | +46.9% | +51.2% |
| 1Y | +94.9% | +7.4% | +87.5% | +86.1% |
| 3Y | 0.0% | +116.2% | -116.2% | -32.1% |
| 5Y | +11.2% | +147.4% | -136.2% | -31.2% |
| All | +95.2% | +961.2% | -866.0% | -30.2% |
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 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