+733.5%
TT vs CF
+557.2%
+176.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.2% | -10.6% | -5.5% |
| 7D | -9.0% | +0.4% | -9.4% | -9.2% |
| 30D | -17.6% | +2.2% | -19.8% | -18.2% |
| 3M | -18.7% | +2.1% | -20.8% | -19.5% |
| 6M | -17.4% | -6.5% | -10.9% | -17.4% |
| YTD | +1.5% | +55.6% | -54.0% | -10.9% |
| 1Y | -9.4% | +42.3% | -51.7% | -19.0% |
| 3Y | +85.1% | +55.7% | +29.3% | +58.1% |
| 5Y | +125.7% | +122.4% | +3.3% | +62.1% |
| All | +733.5% | +557.2% | +176.3% | +321.0% |
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