-72.2%
TTD vs CRS
+102.1%
-174.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -4.1% |
| 7D | +6.3% | -0.2% | +6.6% | +6.3% |
| 30D | -23.9% | -16.6% | -7.3% | -25.7% |
| 3M | -31.4% | -3.5% | -27.9% | -31.6% |
| 6M | -42.7% | +15.4% | -58.1% | -40.6% |
| YTD | -62.0% | +51.2% | -113.2% | -59.7% |
| 1Y | -72.2% | +98.3% | -170.5% | -70.3% |
| All | -72.2% | +102.1% | -174.3% | -70.3% |
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