+1,839.4%
TT vs CG
+281.3%
+1,558.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.7% |
| 3M | -15.9% | -18.2% | +2.3% | -10.9% |
| 6M | -17.3% | -20.7% | +3.4% | -11.8% |
| YTD | +4.0% | -31.4% | +35.4% | +15.0% |
| 1Y | -7.1% | -22.3% | +15.1% | -1.6% |
| 3Y | +90.2% | +50.2% | +40.1% | +54.4% |
| 5Y | +131.1% | -22.1% | +153.2% | +124.8% |
| 10Y | +777.7% | +295.5% | +482.2% | +388.6% |
| All | +1,839.4% | +281.3% | +1,558.1% | +1,008.1% |
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