+741.5%
TT vs CPB
-40.1%
+781.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | +3.5% | -4.1% | +7.6% | +3.8% |
| 30D | -11.0% | +16.9% | -28.0% | -12.4% |
| 3M | -12.0% | -0.6% | -11.5% | -12.1% |
| 6M | -10.4% | +11.4% | -21.8% | -11.8% |
| YTD | +9.9% | -14.8% | +24.8% | +11.5% |
| 1Y | +1.5% | -24.8% | +26.2% | +4.5% |
| 3Y | +93.7% | -36.6% | +130.3% | +101.5% |
| 5Y | +139.2% | -33.3% | +172.6% | +146.2% |
| 10Y | +741.5% | -40.4% | +781.9% | +730.9% |
| All | +741.5% | -40.1% | +781.6% | +730.9% |
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