+356.2%
TPR vs CRL
+350.3%
+5.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +15.1% | +11.9% | +3.2% | +9.0% |
| 3M | +3.5% | +20.2% | -16.6% | -5.1% |
| 6M | +0.4% | +107.5% | -107.1% | -26.5% |
| YTD | +4.6% | +69.4% | -64.8% | -18.8% |
| 1Y | +33.1% | +99.7% | -66.6% | -3.8% |
| 3Y | +396.0% | +98.8% | +297.2% | +224.7% |
| 5Y | +230.3% | -12.4% | +242.7% | +217.2% |
| All | +356.2% | +350.3% | +5.9% | +79.7% |
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