-69.7%
TTD vs CRS
+81.8%
-151.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.9% | +0.3% |
| 7D | -7.4% | -4.1% | -3.3% | -8.0% |
| 30D | +3.0% | -16.6% | +19.6% | +0.5% |
| 3M | -27.6% | -14.3% | -13.3% | -29.0% |
| 6M | -49.5% | +11.6% | -61.1% | -48.0% |
| YTD | -63.2% | +42.6% | -105.8% | -61.3% |
| 1Y | -69.7% | +81.8% | -151.5% | -68.2% |
| All | -69.7% | +81.8% | -151.6% | -68.2% |
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 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