+2,062.2%
TT vs CG
+351.2%
+1,711.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.1% |
| 7D | -0.2% | -4.3% | +4.1% | +1.2% |
| 30D | -7.4% | -5.1% | -2.3% | -6.0% |
| 3M | -3.2% | +8.7% | -11.9% | -6.2% |
| 6M | +1.1% | -9.2% | +10.3% | +3.5% |
| YTD | +15.6% | -18.9% | +34.5% | +21.7% |
| 1Y | +9.2% | -25.6% | +34.8% | +17.6% |
| 3Y | +124.4% | +57.3% | +67.1% | +80.5% |
| 5Y | +138.0% | +10.2% | +127.8% | +106.9% |
| 10Y | +886.4% | +364.2% | +522.2% | +423.6% |
| All | +2,062.2% | +351.2% | +1,711.0% | +1,075.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling