-75.6%
TTD vs CRS
+355.6%
-431.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.4% | -2.8% |
| 7D | +20.8% | +7.4% | +13.4% | +19.1% |
| 30D | +27.1% | -21.2% | +48.3% | +32.1% |
| 3M | +14.7% | -43.3% | +58.0% | +27.7% |
| 6M | -26.8% | -29.4% | +2.6% | -23.7% |
| YTD | -59.2% | -4.7% | -54.6% | -62.3% |
| 1Y | -64.7% | -9.6% | -55.1% | -66.8% |
| All | -75.6% | +355.6% | -431.2% | -87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling