+7.1%
CRM vs TTD
-73.2%
+80.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | -0.4% |
| 7D | +1.3% | +6.3% | -5.1% | -1.1% |
| 30D | +34.3% | -23.9% | +58.2% | +45.8% |
| 3M | +37.7% | -31.4% | +69.1% | +55.0% |
| 6M | +34.9% | -42.7% | +77.6% | +59.2% |
| YTD | -1.6% | -62.0% | +60.3% | +31.6% |
| 1Y | +7.1% | -72.2% | +79.3% | +56.4% |
| All | +7.1% | -73.2% | +80.4% | +56.4% |
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