+635.8%
TT vs CLBK
+62.9%
+572.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.5% | +4.0% |
| 7D | +1.7% | +1.8% | 0.0% | +1.2% |
| 30D | -11.8% | +5.1% | -16.9% | -13.2% |
| 3M | -12.6% | +5.2% | -17.8% | -14.2% |
| 6M | -9.4% | +28.6% | -37.9% | -16.8% |
| YTD | +8.8% | +61.4% | -52.6% | -7.4% |
| 1Y | -2.5% | +64.7% | -67.2% | -17.7% |
| 3Y | +95.7% | +55.1% | +40.5% | +61.9% |
| 5Y | +135.7% | +28.4% | +107.4% | +99.5% |
| All | +635.8% | +62.9% | +572.9% | +480.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling