+136.0%
TT vs CRS
+837.7%
-701.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.7% |
| 7D | +0.8% | +0.2% | +0.6% | +0.7% |
| 30D | -11.8% | -22.9% | +11.1% | -6.5% |
| 3M | -11.6% | -46.8% | +35.3% | +2.6% |
| 6M | -9.3% | -30.4% | +21.1% | -1.6% |
| YTD | +8.9% | -5.4% | +14.2% | +9.1% |
| 1Y | -2.2% | -9.0% | +6.7% | -1.3% |
| 3Y | +91.9% | +352.2% | -260.3% | +26.9% |
| 5Y | +136.0% | +852.2% | -716.3% | +36.2% |
| All | +136.0% | +837.7% | -701.7% | +36.2% |
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