-2.2%
TT vs CLX
+4.7%
-6.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | 0.0% |
| 7D | +0.8% | +13.6% | -12.8% | -0.4% |
| 30D | -11.8% | +29.1% | -40.8% | -14.1% |
| 3M | -11.6% | +1.6% | -13.2% | -11.2% |
| 6M | -9.3% | +18.7% | -28.0% | -11.3% |
| YTD | +8.9% | +11.1% | -2.2% | +11.9% |
| 1Y | -2.2% | +7.0% | -9.2% | +1.6% |
| All | -2.2% | +4.7% | -6.9% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling