+753.3%
TT vs CF
+561.7%
+191.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.3% |
| 7D | -2.0% | -3.2% | +1.2% | -1.5% |
| 30D | -14.0% | +4.3% | -18.3% | -14.9% |
| 3M | -15.9% | +2.8% | -18.7% | -16.9% |
| 6M | -17.3% | +0.6% | -17.9% | -18.4% |
| YTD | +4.0% | +56.6% | -52.7% | -8.9% |
| 1Y | -7.1% | +49.6% | -56.7% | -17.8% |
| 3Y | +90.2% | +61.5% | +28.8% | +61.2% |
| 5Y | +131.1% | +124.0% | +7.2% | +65.8% |
| All | +753.3% | +561.7% | +191.5% | +330.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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