+957.3%
TT vs CRS
+1,345.8%
-388.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.4% | -0.5% | +2.0% | +1.5% |
| 30D | -6.7% | -18.1% | +11.4% | -1.7% |
| 3M | -5.4% | -12.4% | +7.0% | -2.3% |
| 6M | +4.4% | +15.9% | -11.6% | -0.3% |
| YTD | +14.9% | +45.8% | -30.9% | +2.7% |
| 1Y | +9.3% | +87.8% | -78.5% | -9.6% |
| 3Y | +121.7% | +648.7% | -527.0% | +20.8% |
| 5Y | +148.2% | +1,416.6% | -1,268.5% | +6.4% |
| 10Y | +957.3% | +1,412.7% | -455.4% | +283.8% |
| All | +957.3% | +1,345.8% | -388.5% | +283.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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