+902.6%
TT vs CNP
+137.5%
+765.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | 0.0% | +1.1% | -1.1% | -0.4% |
| 30D | -7.2% | -1.8% | -5.3% | -6.5% |
| 3M | -3.0% | -4.6% | +1.7% | -1.4% |
| 6M | +1.4% | -8.8% | +10.2% | +4.7% |
| YTD | +15.9% | +5.2% | +10.7% | +12.8% |
| 1Y | +9.4% | +8.3% | +1.1% | +5.0% |
| 3Y | +124.4% | +54.9% | +69.5% | +83.1% |
| 5Y | +138.0% | +73.5% | +64.5% | +84.0% |
| All | +902.6% | +137.5% | +765.0% | +505.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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