+146.0%
TT vs CP
+32.0%
+114.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -0.2% | -2.7% | +2.4% | +0.9% |
| 30D | -7.4% | +0.2% | -7.5% | -7.5% |
| 3M | -3.2% | +2.6% | -5.8% | -4.5% |
| 6M | +1.1% | +6.0% | -4.9% | -1.8% |
| YTD | +15.6% | +24.9% | -9.3% | +4.6% |
| 1Y | +9.2% | +20.1% | -10.9% | +0.2% |
| 3Y | +124.4% | +16.4% | +108.0% | +104.0% |
| All | +146.0% | +32.0% | +114.0% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling