+753.3%
TT vs CNP
+138.0%
+615.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.7% |
| 7D | -2.0% | -4.2% | +2.2% | -0.3% |
| 30D | -14.0% | +5.5% | -19.5% | -15.9% |
| 3M | -15.9% | +0.6% | -16.4% | -16.2% |
| 6M | -17.3% | -2.8% | -14.5% | -16.7% |
| YTD | +4.0% | +7.9% | -3.9% | +0.1% |
| 1Y | -7.1% | +6.7% | -13.8% | -10.2% |
| 3Y | +90.2% | +61.1% | +29.1% | +52.9% |
| 5Y | +131.1% | +73.0% | +58.2% | +79.5% |
| All | +753.3% | +138.0% | +615.2% | +483.7% |
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