+238.9%
CRM vs TDY
+479.2%
-240.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.4% |
| 7D | -4.4% | -1.1% | -3.3% | -3.9% |
| 30D | +28.1% | -12.0% | +40.2% | +35.4% |
| 3M | +48.8% | -3.2% | +52.0% | +49.7% |
| 6M | +28.3% | -7.9% | +36.1% | +30.8% |
| YTD | -6.0% | +18.2% | -24.2% | -16.4% |
| 1Y | +1.4% | +6.7% | -5.2% | -5.0% |
| 3Y | +11.8% | +47.5% | -35.7% | -12.4% |
| 5Y | -2.0% | +39.5% | -41.5% | -21.4% |
| All | +238.9% | +479.2% | -240.3% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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