+117.0%
TT vs CNI
+19.3%
+97.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +1.4% | +0.9% | +0.5% | +1.1% |
| 30D | -6.7% | -2.1% | -4.5% | -5.9% |
| 3M | -5.4% | +1.8% | -7.2% | -6.3% |
| 6M | +4.4% | +14.8% | -10.4% | -1.8% |
| YTD | +14.9% | +25.4% | -10.5% | +4.5% |
| 1Y | +9.3% | +32.9% | -23.7% | -3.1% |
| All | +117.0% | +19.3% | +97.7% | +92.1% |
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