+911.5%
TT vs CNI
+136.1%
+775.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -1.0% | -1.1% | +0.1% | -0.3% |
| 30D | -8.9% | -3.5% | -5.4% | -7.1% |
| 3M | -1.8% | +2.2% | -4.0% | -3.4% |
| 6M | +1.9% | +15.1% | -13.2% | -6.6% |
| YTD | +13.8% | +24.7% | -10.9% | -0.6% |
| 1Y | +6.1% | +33.4% | -27.2% | -11.1% |
| 3Y | +119.6% | +19.5% | +100.1% | +91.4% |
| 5Y | +145.9% | +12.6% | +133.3% | +118.1% |
| All | +911.5% | +136.1% | +775.4% | +475.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling