+1.3%
TT vs CRS
-7.1%
+8.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +0.3% |
| 7D | +8.1% | +7.4% | +0.6% | +5.7% |
| 30D | -11.3% | -21.2% | +9.9% | -5.7% |
| 3M | -11.2% | -43.3% | +32.1% | +4.2% |
| 6M | -8.9% | -29.4% | +20.5% | +0.7% |
| YTD | +9.7% | -4.7% | +14.4% | +14.3% |
| 1Y | +1.3% | -9.6% | +10.9% | +6.9% |
| All | +1.3% | -7.1% | +8.4% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling