+379.4%
TTD vs CRS
+1,388.2%
-1,008.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -5.0% |
| 7D | +6.3% | -0.2% | +6.6% | +6.3% |
| 30D | -23.9% | -16.6% | -7.3% | -19.3% |
| 3M | -31.4% | -3.5% | -27.9% | -31.6% |
| 6M | -42.7% | +15.4% | -58.1% | -47.6% |
| YTD | -62.0% | +51.2% | -113.2% | -69.0% |
| 1Y | -72.2% | +98.3% | -170.5% | -80.2% |
| 3Y | -81.9% | +651.5% | -733.5% | -92.6% |
| 5Y | -81.5% | +1,411.1% | -1,492.7% | -94.4% |
| All | +379.4% | +1,388.2% | -1,008.8% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling