+127.9%
TT vs CRL
-10.4%
+138.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.8% | -5.4% | +0.8% |
| 7D | -2.0% | -6.1% | +4.1% | -0.9% |
| 30D | -14.0% | +12.4% | -26.4% | -16.2% |
| 3M | -15.9% | +27.1% | -43.0% | -20.2% |
| 6M | -17.3% | +85.7% | -103.0% | -27.8% |
| YTD | +4.0% | +69.2% | -65.2% | -8.4% |
| 1Y | -7.1% | +97.5% | -104.6% | -21.1% |
| 3Y | +90.2% | +86.1% | +4.1% | +55.0% |
| All | +127.9% | -10.4% | +138.3% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling