+145.9%
TT vs CRS
+1,358.7%
-1,212.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.4% |
| 7D | -1.0% | -4.1% | +3.1% | 0.0% |
| 30D | -8.9% | -16.6% | +7.7% | -4.8% |
| 3M | -1.8% | -14.3% | +12.4% | +1.7% |
| 6M | +1.9% | +11.6% | -9.7% | -1.2% |
| YTD | +13.8% | +42.6% | -28.8% | +3.7% |
| 1Y | +6.1% | +81.8% | -75.7% | -9.4% |
| 3Y | +119.6% | +632.1% | -512.5% | +30.0% |
| 5Y | +145.9% | +1,401.6% | -1,255.8% | +23.7% |
| All | +145.9% | +1,358.7% | -1,212.9% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling