+750.6%
TT vs CRL
+400.8%
+349.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.7% | 0.0% | +3.4% |
| 7D | +1.7% | +4.4% | -2.6% | +0.5% |
| 30D | -11.8% | +17.1% | -28.9% | -15.8% |
| 3M | -12.6% | +32.1% | -44.7% | -19.5% |
| 6M | -9.4% | +98.9% | -108.3% | -26.2% |
| YTD | +8.8% | +77.1% | -68.3% | -9.7% |
| 1Y | -2.5% | +110.3% | -112.8% | -23.3% |
| 3Y | +95.7% | +108.5% | -12.8% | +43.1% |
| 5Y | +135.7% | -7.9% | +143.6% | +126.5% |
| 10Y | +750.6% | +368.9% | +381.7% | +360.6% |
| All | +750.6% | +400.8% | +349.8% | +360.6% |
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