+741.5%
TT vs CRS
+882.2%
-140.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.6% | +0.3% |
| 7D | +3.5% | +4.4% | -0.9% | +2.3% |
| 30D | -11.0% | -19.1% | +8.1% | -6.5% |
| 3M | -12.0% | -43.2% | +31.2% | +1.7% |
| 6M | -10.4% | -28.9% | +18.5% | -2.9% |
| YTD | +9.9% | -3.0% | +12.9% | +8.7% |
| 1Y | +1.5% | -5.3% | +6.8% | +0.9% |
| 3Y | +93.7% | +363.5% | -269.8% | +18.7% |
| 5Y | +139.2% | +858.2% | -718.9% | +14.6% |
| 10Y | +741.5% | +862.9% | -121.4% | +247.1% |
| All | +741.5% | +882.2% | -140.8% | +247.1% |
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