+3,696.6%
TDY vs CRL
+1,339.8%
+2,356.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.1% |
| 7D | -0.9% | -0.6% | -0.3% | -0.8% |
| 30D | -12.5% | +5.0% | -17.4% | -14.0% |
| 3M | -1.2% | +50.6% | -51.8% | -14.2% |
| 6M | -6.6% | +60.9% | -67.5% | -21.6% |
| YTD | +18.5% | +40.7% | -22.3% | +3.1% |
| 1Y | +10.8% | +73.3% | -62.5% | -10.8% |
| 3Y | +47.5% | +40.6% | +6.9% | +19.0% |
| 5Y | +35.8% | -37.0% | +72.8% | +39.7% |
| 10Y | +459.0% | +244.3% | +214.7% | +200.5% |
| All | +3,696.6% | +1,339.8% | +2,356.8% | +1,213.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling