+134.0%
TT vs CPB
-33.6%
+167.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.0% |
| 7D | +3.5% | -4.1% | +7.6% | +3.5% |
| 30D | -11.0% | +16.9% | -28.0% | -11.4% |
| 3M | -12.0% | -0.6% | -11.5% | -11.8% |
| 6M | -10.4% | +11.4% | -21.8% | -11.0% |
| YTD | +9.9% | -14.8% | +24.8% | +11.7% |
| 1Y | +1.5% | -24.8% | +26.2% | +4.5% |
| 3Y | +93.7% | -36.6% | +130.3% | +98.6% |
| All | +134.0% | -33.6% | +167.6% | +130.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling