+1.5%
TT vs CAI
-6.2%
+7.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -1.3% |
| 7D | +4.0% | -8.7% | +12.7% | +4.4% |
| 30D | -11.3% | -23.8% | +12.5% | -10.2% |
| 3M | -12.3% | +3.9% | -16.2% | -12.1% |
| 6M | -10.8% | +56.8% | -67.7% | -12.4% |
| YTD | +8.2% | -14.6% | +22.8% | +3.6% |
| 1Y | +1.5% | -5.2% | +6.7% | -1.3% |
| All | +1.5% | -6.2% | +7.7% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling