+14,178.8%
TT vs CPB
+360.6%
+13,818.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.7% |
| 7D | -2.0% | +8.0% | -10.0% | -4.3% |
| 30D | -14.0% | +22.4% | -36.4% | -19.3% |
| 3M | -15.9% | +2.5% | -18.4% | -17.3% |
| 6M | -17.3% | +12.2% | -29.5% | -21.5% |
| YTD | +4.0% | -12.8% | +16.8% | +5.8% |
| 1Y | -7.1% | -19.2% | +12.0% | -3.5% |
| 3Y | +90.2% | -35.6% | +125.8% | +106.7% |
| 5Y | +131.1% | -31.4% | +162.5% | +142.2% |
| 10Y | +777.7% | -37.9% | +815.7% | +793.5% |
| All | +14,178.8% | +360.6% | +13,818.3% | +7,785.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling