-80.9%
TTD vs CRS
+1,446.1%
-1,527.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.6% | -0.5% | -4.1% | -4.4% |
| 30D | +3.7% | -18.1% | +21.8% | +11.1% |
| 3M | -30.2% | -12.4% | -17.8% | -28.0% |
| 6M | -51.4% | +15.9% | -67.3% | -56.0% |
| YTD | -63.4% | +45.8% | -109.3% | -70.6% |
| 1Y | -73.5% | +87.8% | -161.3% | -81.7% |
| 3Y | -83.5% | +648.7% | -732.2% | -94.7% |
| 5Y | -80.9% | +1,416.6% | -1,497.6% | -96.0% |
| All | -80.9% | +1,446.1% | -1,527.0% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling