+902.6%
TT vs CPB
-47.3%
+949.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.2% |
| 7D | 0.0% | -8.6% | +8.6% | +0.9% |
| 30D | -7.2% | -7.2% | +0.1% | -6.5% |
| 3M | -3.0% | +0.9% | -3.9% | -3.4% |
| 6M | +1.4% | -11.8% | +13.2% | +2.4% |
| YTD | +15.9% | -19.4% | +35.3% | +18.3% |
| 1Y | +9.4% | -30.4% | +39.8% | +13.7% |
| 3Y | +124.4% | -40.2% | +164.5% | +134.9% |
| 5Y | +138.0% | -39.5% | +177.5% | +148.0% |
| All | +902.6% | -47.3% | +949.9% | +999.4% |
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