+680.3%
TT vs CLBK
+66.9%
+613.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +1.6% | +1.1% | +0.4% | +1.2% |
| 30D | -7.3% | +7.8% | -15.1% | -9.5% |
| 3M | -2.6% | +23.9% | -26.5% | -9.3% |
| 6M | +5.9% | +42.3% | -36.4% | -5.8% |
| YTD | +15.4% | +65.4% | -50.0% | -2.4% |
| 1Y | +8.2% | +70.3% | -62.1% | -9.8% |
| 3Y | +122.7% | +54.5% | +68.2% | +85.0% |
| 5Y | +145.0% | +43.1% | +101.9% | +96.0% |
| All | +680.3% | +66.9% | +613.4% | +511.5% |
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