+146.0%
TT vs CLBK
+42.8%
+103.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | 0.0% | +1.2% | -1.2% | -0.2% |
| 30D | -7.2% | +9.1% | -16.3% | -8.7% |
| 3M | -3.0% | +27.7% | -30.7% | -7.6% |
| 6M | +1.4% | +40.8% | -39.5% | -5.3% |
| YTD | +15.9% | +66.4% | -50.5% | +4.7% |
| 1Y | +9.4% | +72.4% | -63.0% | -2.0% |
| 3Y | +124.4% | +50.7% | +73.7% | +102.0% |
| All | +146.0% | +42.8% | +103.3% | +114.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling