-2.2%
TT vs CAI
-6.7%
+4.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.5% | +0.2% |
| 7D | +0.8% | -25.6% | +26.4% | +1.9% |
| 30D | -11.8% | -17.7% | +6.0% | -11.0% |
| 3M | -11.6% | +4.4% | -16.0% | -11.4% |
| 6M | -9.3% | +51.3% | -60.6% | -10.6% |
| YTD | +8.9% | -9.5% | +18.3% | +4.0% |
| 1Y | -2.2% | -1.5% | -0.7% | -6.0% |
| All | -2.2% | -6.7% | +4.5% | -6.0% |
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