+71.6%
CRH vs TT
+119.8%
-48.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -6.1% | -1.2% | -4.9% | -5.4% |
| 30D | -9.3% | -7.3% | -2.0% | -5.3% |
| 3M | -15.2% | -3.6% | -11.6% | -13.8% |
| 6M | -14.2% | +2.8% | -17.0% | -16.0% |
| YTD | -28.3% | +14.5% | -42.8% | -34.2% |
| 1Y | -21.8% | +7.4% | -29.2% | -25.8% |
| 3Y | +71.6% | +116.2% | -44.6% | +10.7% |
| All | +71.6% | +119.8% | -48.2% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 3y: compounded portfolio wealth divided by compounded TT 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…
3y analysis · Full analysis span regression · 6 months rolling