+146.0%
TT vs CLX
-34.6%
+180.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.1% |
| 7D | 0.0% | -9.2% | +9.2% | +1.7% |
| 30D | -7.2% | -11.0% | +3.9% | -5.3% |
| 3M | -3.0% | +5.0% | -8.0% | -4.2% |
| 6M | +1.4% | -18.8% | +20.2% | +4.9% |
| YTD | +15.9% | -4.4% | +20.3% | +16.4% |
| 1Y | +9.4% | -21.9% | +31.3% | +14.0% |
| 3Y | +124.4% | -32.8% | +157.1% | +139.9% |
| All | +146.0% | -34.6% | +180.7% | +149.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling