+5,793.7%
CRM vs TT
+2,928.2%
+2,865.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.7% |
| 7D | -3.5% | +1.6% | -5.1% | -4.2% |
| 30D | +29.3% | -7.3% | +36.6% | +33.8% |
| 3M | +36.8% | -2.6% | +39.4% | +36.5% |
| 6M | +23.9% | +5.9% | +18.0% | +16.3% |
| YTD | -5.5% | +15.4% | -20.9% | -16.5% |
| 1Y | -0.4% | +8.2% | -8.7% | -9.4% |
| 3Y | +12.8% | +122.7% | -109.9% | -33.1% |
| 5Y | -3.5% | +145.0% | -148.5% | -46.4% |
| 10Y | +238.4% | +893.7% | -655.3% | -20.9% |
| All | +5,793.7% | +2,928.2% | +2,865.5% | +499.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling