+754.9%
TTMI vs CLBK
+65.5%
+689.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.4% | +3.4% |
| 7D | +0.7% | -1.5% | +2.1% | +1.4% |
| 30D | -8.4% | -1.0% | -7.4% | -8.0% |
| 3M | -32.5% | +22.9% | -55.4% | -39.9% |
| 6M | +32.5% | +44.2% | -11.7% | +8.0% |
| YTD | +83.2% | +64.0% | +19.3% | +38.3% |
| 1Y | +161.7% | +65.7% | +96.0% | +95.0% |
| 3Y | +890.1% | +54.1% | +836.1% | +651.0% |
| 5Y | +832.4% | +44.7% | +787.8% | +570.5% |
| All | +754.9% | +65.5% | +689.4% | +485.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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