+508.5%
TTD vs CRS
+790.4%
-282.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.0% | +2.2% |
| 7D | +21.3% | +4.8% | +16.5% | +19.6% |
| 30D | +28.7% | -23.2% | +51.9% | +38.8% |
| 3M | +7.7% | -45.5% | +53.2% | +29.9% |
| 6M | -23.5% | -33.1% | +9.6% | -15.3% |
| YTD | -58.7% | -7.2% | -51.5% | -60.8% |
| 1Y | -63.4% | -10.0% | -53.4% | -65.0% |
| 3Y | -75.3% | +332.3% | -407.6% | -87.7% |
| 5Y | -84.4% | +801.9% | -886.2% | -94.3% |
| All | +508.5% | +790.4% | -282.0% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling