-4.5%
TT vs CRL
+85.3%
-89.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.3% | +5.6% | -1.0% |
| 7D | -8.5% | -12.8% | +4.3% | -7.4% |
| 30D | -12.8% | +5.0% | -17.8% | -13.1% |
| 3M | -12.9% | +39.4% | -52.2% | -15.1% |
| 6M | -15.2% | +89.4% | -104.6% | -19.0% |
| YTD | +6.2% | +63.6% | -57.4% | -0.3% |
| 1Y | -4.5% | +83.5% | -88.0% | -11.5% |
| All | -4.5% | +85.3% | -89.9% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling