+318.5%
TPR vs CRL
+255.5%
+63.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | -2.3% | -1.0% | -1.3% | -1.9% |
| 30D | -23.0% | +10.7% | -33.6% | -26.0% |
| 3M | -12.5% | +55.3% | -67.8% | -27.0% |
| 6M | -21.4% | +60.7% | -82.1% | -36.3% |
| YTD | -3.5% | +44.6% | -48.1% | -19.2% |
| 1Y | +17.4% | +77.7% | -60.4% | -11.0% |
| 3Y | +291.3% | +37.6% | +253.6% | +205.9% |
| 5Y | +241.9% | -35.8% | +277.7% | +281.4% |
| All | +318.5% | +255.5% | +63.0% | +81.3% |
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