-26.8%
TTD vs CRS
-30.0%
+3.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.4% | -3.1% |
| 7D | +20.8% | +7.4% | +13.4% | +20.5% |
| 30D | +27.1% | -21.2% | +48.3% | +21.4% |
| 3M | +14.7% | -43.3% | +58.0% | +5.2% |
| 6M | -26.8% | -29.4% | +2.6% | -36.1% |
| All | -26.8% | -30.0% | +3.2% | -36.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling