+379.1%
TPR vs CRL
+386.8%
-7.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.8% | -8.8% | -3.9% |
| 7D | +14.2% | -6.1% | +20.3% | +16.0% |
| 30D | +17.1% | +12.4% | +4.7% | +10.7% |
| 3M | -17.7% | +27.1% | -44.8% | -26.1% |
| 6M | -10.2% | +85.7% | -95.9% | -31.4% |
| YTD | +4.9% | +69.2% | -64.3% | -18.5% |
| 1Y | +36.1% | +97.5% | -61.4% | -1.2% |
| 3Y | +416.5% | +86.1% | +330.4% | +249.3% |
| 5Y | +254.8% | -10.0% | +264.8% | +235.3% |
| All | +379.1% | +386.8% | -7.6% | +89.3% |
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