+636.3%
TT vs CLBK
+62.6%
+573.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | +0.8% | +2.4% | -1.6% | +0.1% |
| 30D | -11.8% | +4.9% | -16.7% | -13.1% |
| 3M | -11.6% | +5.3% | -16.9% | -13.2% |
| 6M | -9.3% | +28.3% | -37.6% | -16.7% |
| YTD | +8.9% | +61.1% | -52.2% | -7.3% |
| 1Y | -2.2% | +62.4% | -64.6% | -17.1% |
| 3Y | +91.9% | +54.7% | +37.2% | +58.9% |
| 5Y | +136.0% | +27.4% | +108.6% | +100.5% |
| All | +636.3% | +62.6% | +573.7% | +480.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling