+902.6%
TT vs CRL
+255.5%
+647.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.3% |
| 7D | 0.0% | -1.0% | +1.0% | +0.3% |
| 30D | -7.2% | +10.7% | -17.8% | -9.8% |
| 3M | -3.0% | +55.3% | -58.3% | -14.7% |
| 6M | +1.4% | +60.7% | -59.3% | -12.8% |
| YTD | +15.9% | +44.6% | -28.7% | +2.1% |
| 1Y | +9.4% | +77.7% | -68.3% | -10.1% |
| 3Y | +124.4% | +37.6% | +86.7% | +87.9% |
| 5Y | +138.0% | -35.8% | +173.8% | +157.9% |
| All | +902.6% | +255.5% | +647.1% | +452.8% |
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