+1,183.7%
CRH vs TTMI
+508.4%
+675.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.3% | +0.5% |
| 7D | -6.1% | +0.7% | -6.7% | -6.2% |
| 30D | -9.3% | -8.4% | -0.8% | -8.3% |
| 3M | -15.2% | -32.5% | +17.3% | -11.1% |
| 6M | -14.2% | +32.5% | -46.7% | -20.6% |
| YTD | -28.3% | +83.2% | -111.5% | -37.9% |
| 1Y | -21.8% | +161.7% | -183.4% | -37.0% |
| 3Y | +71.6% | +890.1% | -818.5% | +8.6% |
| 5Y | +96.6% | +832.4% | -735.8% | +23.8% |
| 10Y | +253.8% | +1,115.8% | -861.9% | +108.2% |
| All | +1,183.7% | +508.4% | +675.3% | +552.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling