+7.1%
CRM vs TT
+10.3%
-3.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -1.7% |
| 7D | +1.3% | -0.2% | +1.5% | +1.1% |
| 30D | +34.3% | -7.4% | +41.7% | +30.1% |
| 3M | +37.7% | -3.2% | +40.9% | +36.2% |
| 6M | +34.9% | +1.1% | +33.8% | +36.4% |
| YTD | -1.6% | +15.6% | -17.3% | +2.6% |
| 1Y | +7.1% | +9.2% | -2.0% | +14.2% |
| All | +7.1% | +10.3% | -3.2% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling