+748.4%
TT vs CPB
-40.8%
+789.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +8.1% | -5.8% | +13.9% | +8.6% |
| 30D | -11.3% | +16.5% | -27.8% | -12.6% |
| 3M | -11.2% | -1.1% | -10.1% | -11.2% |
| 6M | -8.9% | +11.5% | -20.4% | -10.4% |
| YTD | +9.7% | -15.7% | +25.5% | +11.4% |
| 1Y | +1.3% | -24.7% | +25.9% | +4.2% |
| 3Y | +93.4% | -37.3% | +130.6% | +101.3% |
| 5Y | +133.5% | -35.0% | +168.6% | +141.1% |
| All | +748.4% | -40.8% | +789.2% | +737.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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