+146.0%
TT vs CRL
-35.5%
+181.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | 0.0% | -1.0% | +1.0% | +0.2% |
| 30D | -7.2% | +10.7% | -17.8% | -9.1% |
| 3M | -3.0% | +55.3% | -58.3% | -11.7% |
| 6M | +1.4% | +60.7% | -59.3% | -9.2% |
| YTD | +15.9% | +44.6% | -28.7% | +5.7% |
| 1Y | +9.4% | +77.7% | -68.3% | -5.3% |
| 3Y | +124.4% | +37.6% | +86.7% | +98.2% |
| All | +146.0% | -35.5% | +181.6% | +158.8% |
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