+129.6%
TT vs CRL
+38.0%
+91.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.1% |
| 7D | 0.0% | -1.0% | +1.0% | +0.1% |
| 30D | -7.2% | +10.7% | -17.8% | -8.5% |
| 3M | -3.0% | +55.3% | -58.3% | -8.8% |
| 6M | +1.4% | +60.7% | -59.3% | -5.7% |
| YTD | +15.9% | +44.6% | -28.7% | +9.1% |
| 1Y | +9.4% | +77.7% | -68.3% | -0.6% |
| All | +129.6% | +38.0% | +91.6% | +114.7% |
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