+146.0%
TT vs CNP
+73.1%
+72.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | 0.0% | +1.1% | -1.1% | -0.4% |
| 30D | -7.2% | -1.8% | -5.3% | -6.6% |
| 3M | -3.0% | -4.6% | +1.7% | -1.6% |
| 6M | +1.4% | -8.8% | +10.2% | +4.4% |
| YTD | +15.9% | +5.2% | +10.7% | +12.9% |
| 1Y | +9.4% | +8.3% | +1.1% | +5.1% |
| 3Y | +124.4% | +54.9% | +69.5% | +82.3% |
| All | +146.0% | +73.1% | +72.9% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling