+127.9%
TT vs CG
-22.2%
+150.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.6% |
| 7D | -2.0% | -1.2% | -0.8% | -1.7% |
| 30D | -14.0% | +5.0% | -19.0% | -15.5% |
| 3M | -15.9% | -18.2% | +2.3% | -11.2% |
| 6M | -17.3% | -20.7% | +3.4% | -12.1% |
| YTD | +4.0% | -31.4% | +35.4% | +14.3% |
| 1Y | -7.1% | -22.3% | +15.1% | -2.1% |
| 3Y | +90.2% | +50.2% | +40.1% | +53.1% |
| All | +127.9% | -22.2% | +150.1% | +111.9% |
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