+238.9%
CRM vs TT
+961.2%
-722.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | -4.4% | -1.2% | -3.2% | -4.0% |
| 30D | +28.1% | -7.3% | +35.5% | +31.5% |
| 3M | +48.8% | -3.6% | +52.4% | +49.2% |
| 6M | +28.3% | +2.8% | +25.4% | +23.5% |
| YTD | -6.0% | +14.5% | -20.5% | -14.8% |
| 1Y | +1.4% | +7.4% | -6.0% | -5.7% |
| 3Y | +11.8% | +116.2% | -104.4% | -27.6% |
| 5Y | -2.0% | +147.4% | -149.4% | -42.1% |
| All | +238.9% | +961.2% | -722.3% | -1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling