-10.0%
CRM vs TTD
-72.7%
+62.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.1% |
| 7D | -6.2% | +3.7% | -9.9% | -7.6% |
| 30D | -1.2% | +10.4% | -11.6% | -5.2% |
| 3M | +19.1% | -31.6% | +50.7% | +34.7% |
| 6M | +23.0% | -45.1% | +68.1% | +50.3% |
| YTD | -13.7% | -65.1% | +51.5% | +20.0% |
| 1Y | -10.0% | -72.0% | +62.0% | +33.1% |
| All | -10.0% | -72.7% | +62.7% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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