+14,856.2%
TT vs CRS
+6,329.0%
+8,527.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.9% |
| 7D | +0.8% | +0.2% | +0.6% | +0.7% |
| 30D | -11.8% | -22.9% | +11.1% | -4.7% |
| 3M | -11.6% | -46.8% | +35.3% | +8.1% |
| 6M | -9.3% | -30.4% | +21.1% | +0.8% |
| YTD | +8.9% | -5.4% | +14.2% | +7.8% |
| 1Y | -2.2% | -9.0% | +6.7% | -2.1% |
| 3Y | +91.9% | +352.2% | -260.3% | +3.7% |
| 5Y | +136.0% | +852.2% | -716.3% | -7.6% |
| 10Y | +734.7% | +862.6% | -127.9% | +169.8% |
| All | +14,856.2% | +6,329.0% | +8,527.2% | +1,754.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling