+245.6%
CRH vs TTMI
+1,127.6%
-882.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.3% | +0.2% |
| 7D | -6.1% | +0.7% | -6.7% | -6.3% |
| 30D | -9.3% | -8.4% | -0.8% | -7.8% |
| 3M | -15.2% | -32.5% | +17.3% | -8.7% |
| 6M | -14.2% | +32.5% | -46.7% | -25.1% |
| YTD | -28.3% | +83.2% | -111.5% | -44.3% |
| 1Y | -21.8% | +161.7% | -183.4% | -46.8% |
| 3Y | +71.6% | +890.1% | -818.5% | -27.0% |
| 5Y | +96.6% | +832.4% | -735.8% | -18.0% |
| All | +245.6% | +1,127.6% | -882.0% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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