+91.5%
TT vs CNI
+21.4%
+70.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.3% |
| 7D | +4.0% | +2.5% | +1.5% | +3.1% |
| 30D | -11.3% | +6.1% | -17.4% | -13.3% |
| 3M | -12.3% | +0.1% | -12.4% | -12.4% |
| 6M | -10.8% | +14.9% | -25.8% | -15.8% |
| YTD | +8.2% | +30.9% | -22.7% | -3.1% |
| 1Y | +1.5% | +33.9% | -32.4% | -9.9% |
| 3Y | +91.5% | +20.2% | +71.3% | +70.6% |
| All | +91.5% | +21.4% | +70.0% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling