+234.8%
CRM vs TTD
+382.8%
-147.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -5.0% | -4.6% | -0.4% | -3.9% |
| 30D | +23.6% | +3.7% | +20.0% | +22.7% |
| 3M | +39.6% | -30.2% | +69.8% | +50.4% |
| 6M | +23.4% | -51.4% | +74.8% | +44.1% |
| YTD | -7.4% | -63.4% | +56.1% | +14.8% |
| 1Y | -2.3% | -73.5% | +71.2% | +29.6% |
| 3Y | +10.5% | -83.5% | +94.0% | +48.7% |
| 5Y | -4.7% | -80.9% | +76.2% | +14.3% |
| All | +234.8% | +382.8% | -147.9% | +136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling