+15,818.7%
TT vs CP
+7,669.4%
+8,149.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -0.2% | -2.7% | +2.4% | +1.0% |
| 30D | -7.4% | +0.2% | -7.5% | -7.5% |
| 3M | -3.2% | +2.6% | -5.8% | -4.6% |
| 6M | +1.1% | +6.0% | -4.9% | -2.0% |
| YTD | +15.6% | +24.9% | -9.3% | +3.8% |
| 1Y | +9.2% | +20.1% | -10.9% | -0.5% |
| 3Y | +124.4% | +16.4% | +108.0% | +103.7% |
| 5Y | +138.0% | +31.7% | +106.3% | +100.5% |
| 10Y | +886.4% | +223.9% | +662.5% | +432.5% |
| All | +15,818.7% | +7,669.4% | +8,149.2% | +2,110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling