+9.3%
TT vs CRS
+83.0%
-73.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.9% |
| 3M | -5.4% | -12.4% | +7.0% | -2.2% |
| 6M | +4.4% | +15.9% | -11.6% | +1.3% |
| YTD | +14.9% | +45.8% | -30.9% | +7.6% |
| 1Y | +9.3% | +87.8% | -78.5% | -1.7% |
| All | +9.3% | +83.0% | -73.7% | -1.7% |
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