+396.0%
TPR vs CRL
+97.9%
+298.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | 0.0% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +15.1% | +11.9% | +3.2% | +12.0% |
| 3M | +3.5% | +20.2% | -16.6% | -0.9% |
| 6M | +0.4% | +107.5% | -107.1% | -14.5% |
| YTD | +4.6% | +69.4% | -64.8% | -8.0% |
| 1Y | +33.1% | +99.7% | -66.6% | +12.4% |
| 3Y | +396.0% | +98.8% | +297.2% | +259.5% |
| All | +396.0% | +97.9% | +298.1% | +259.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling