+736.3%
TT vs CG
+278.5%
+457.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.5% | -1.8% |
| 7D | +4.0% | +0.2% | +3.9% | +3.9% |
| 30D | -11.3% | +11.2% | -22.5% | -14.8% |
| 3M | -12.3% | -22.1% | +9.8% | -5.2% |
| 6M | -10.8% | -17.9% | +7.1% | -5.7% |
| YTD | +8.2% | -31.3% | +39.5% | +20.0% |
| 1Y | +1.5% | -24.0% | +25.4% | +8.5% |
| 3Y | +91.5% | +45.0% | +46.5% | +54.3% |
| 5Y | +130.2% | -22.6% | +152.8% | +124.0% |
| All | +736.3% | +278.5% | +457.8% | +367.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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