+750.6%
TT vs CP
+261.0%
+489.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.7% | +3.7% |
| 7D | +1.7% | +2.8% | -1.0% | +0.3% |
| 30D | -11.8% | +11.3% | -23.2% | -16.7% |
| 3M | -12.6% | +2.9% | -15.5% | -14.1% |
| 6M | -9.4% | +9.8% | -19.1% | -14.1% |
| YTD | +8.8% | +28.5% | -19.7% | -5.0% |
| 1Y | -2.5% | +33.5% | -36.0% | -16.6% |
| 3Y | +95.7% | +31.9% | +63.7% | +63.7% |
| 5Y | +135.7% | +25.5% | +110.2% | +98.3% |
| 10Y | +750.6% | +257.6% | +493.0% | +308.1% |
| All | +750.6% | +261.0% | +489.6% | +308.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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