+13,847.2%
TT vs CP
+7,870.0%
+5,977.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.1% |
| 7D | -9.0% | +6.1% | -15.1% | -11.5% |
| 30D | -17.6% | +9.8% | -27.4% | -21.3% |
| 3M | -18.7% | +2.7% | -21.4% | -20.0% |
| 6M | -17.4% | +12.8% | -30.2% | -22.4% |
| YTD | +1.5% | +28.2% | -26.6% | -10.2% |
| 1Y | -9.4% | +34.1% | -43.5% | -21.6% |
| 3Y | +85.1% | +28.9% | +56.2% | +59.8% |
| 5Y | +125.7% | +27.1% | +98.7% | +93.1% |
| 10Y | +757.3% | +264.8% | +492.5% | +337.6% |
| All | +13,847.2% | +7,870.0% | +5,977.2% | +1,808.9% |
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