+641.9%
TT vs CLBK
+61.7%
+580.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.2% |
| 7D | +8.1% | +2.5% | +5.6% | +7.3% |
| 30D | -11.3% | +3.7% | -15.0% | -12.3% |
| 3M | -11.2% | -3.3% | -7.9% | -10.4% |
| 6M | -8.9% | +29.6% | -38.6% | -16.6% |
| YTD | +9.7% | +60.3% | -50.5% | -6.4% |
| 1Y | +1.3% | +63.4% | -62.2% | -14.4% |
| 3Y | +93.4% | +53.8% | +39.5% | +60.4% |
| 5Y | +133.5% | +29.0% | +104.6% | +96.8% |
| All | +641.9% | +61.7% | +580.2% | +486.3% |
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