+467.2%
TDY vs CRL
+256.1%
+211.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.6% |
| 7D | -1.1% | -3.5% | +2.4% | 0.0% |
| 30D | -12.0% | -2.1% | -9.9% | -11.6% |
| 3M | -3.2% | +48.0% | -51.2% | -14.9% |
| 6M | -7.9% | +64.7% | -72.6% | -22.6% |
| YTD | +18.2% | +39.5% | -21.3% | +4.0% |
| 1Y | +6.7% | +74.2% | -67.5% | -13.5% |
| 3Y | +47.5% | +39.4% | +8.2% | +20.6% |
| 5Y | +39.5% | -36.9% | +76.4% | +54.6% |
| All | +467.2% | +256.1% | +211.1% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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