+135.7%
TT vs CLX
-23.1%
+158.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.6% | -0.9% | +3.8% |
| 7D | +1.7% | +17.4% | -15.6% | -0.9% |
| 30D | -11.8% | +27.8% | -39.6% | -15.4% |
| 3M | -12.6% | +3.0% | -15.6% | -13.0% |
| 6M | -9.4% | +17.5% | -26.9% | -12.3% |
| YTD | +8.8% | +10.0% | -1.2% | +6.7% |
| 1Y | -2.5% | +3.3% | -5.8% | -3.3% |
| 3Y | +95.7% | -10.1% | +105.8% | +97.0% |
| 5Y | +135.7% | -23.7% | +159.5% | +137.3% |
| All | +135.7% | -23.1% | +158.8% | +137.3% |
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