+683.7%
TT vs CLBK
+67.9%
+615.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.2% | +1.2% | -1.4% | -0.6% |
| 30D | -7.4% | +9.1% | -16.5% | -10.0% |
| 3M | -3.2% | +27.7% | -30.9% | -10.7% |
| 6M | +1.1% | +40.8% | -39.7% | -9.7% |
| YTD | +15.6% | +66.4% | -50.8% | -2.4% |
| 1Y | +9.2% | +72.4% | -63.2% | -9.3% |
| 3Y | +124.4% | +50.7% | +73.7% | +88.4% |
| 5Y | +138.0% | +42.9% | +95.1% | +90.9% |
| All | +683.7% | +67.9% | +615.8% | +513.0% |
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