+94.2%
TT vs CG
+44.9%
+49.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +0.9% |
| 7D | +8.1% | -1.5% | +9.6% | +8.4% |
| 30D | -11.3% | +5.7% | -17.0% | -12.7% |
| 3M | -11.2% | -17.9% | +6.7% | -7.1% |
| 6M | -8.9% | -20.2% | +11.3% | -4.2% |
| YTD | +9.7% | -32.0% | +41.7% | +19.0% |
| 1Y | +1.3% | -27.0% | +28.3% | +7.6% |
| All | +94.2% | +44.9% | +49.4% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling