+146.0%
TT vs CG
+10.1%
+135.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.3% |
| 7D | 0.0% | -4.3% | +4.3% | +1.3% |
| 30D | -7.2% | -5.1% | -2.1% | -5.9% |
| 3M | -3.0% | +8.7% | -11.6% | -5.7% |
| 6M | +1.4% | -9.2% | +10.6% | +3.5% |
| YTD | +15.9% | -18.9% | +34.8% | +21.6% |
| 1Y | +9.4% | -25.6% | +35.1% | +17.4% |
| 3Y | +124.4% | +57.3% | +67.1% | +80.4% |
| All | +146.0% | +10.1% | +135.9% | +107.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling