+753.3%
TT vs CPB
-38.3%
+791.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.5% |
| 7D | -2.0% | +8.0% | -10.0% | -2.6% |
| 30D | -14.0% | +22.4% | -36.4% | -15.6% |
| 3M | -15.9% | +2.5% | -18.4% | -16.1% |
| 6M | -17.3% | +12.2% | -29.5% | -18.6% |
| YTD | +4.0% | -12.8% | +16.8% | +5.3% |
| 1Y | -7.1% | -19.2% | +12.0% | -5.1% |
| 3Y | +90.2% | -35.6% | +125.8% | +97.7% |
| 5Y | +131.1% | -31.4% | +162.5% | +137.3% |
| All | +753.3% | -38.3% | +791.6% | +778.0% |
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