+95.7%
TT vs CLX
-10.0%
+105.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.6% | -0.9% | +4.0% |
| 7D | +1.7% | +17.4% | -15.6% | -0.1% |
| 30D | -11.8% | +27.8% | -39.6% | -14.4% |
| 3M | -12.6% | +3.0% | -15.6% | -12.7% |
| 6M | -9.4% | +17.5% | -26.9% | -11.4% |
| YTD | +8.8% | +10.0% | -1.2% | +8.2% |
| 1Y | -2.5% | +3.3% | -5.8% | -2.3% |
| 3Y | +95.7% | -10.1% | +105.8% | +101.4% |
| All | +95.7% | -10.0% | +105.6% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling