+414.0%
TTD vs CRS
+838.4%
-424.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.4% | -2.6% |
| 7D | +20.8% | +7.4% | +13.4% | +18.1% |
| 30D | +27.1% | -21.2% | +48.3% | +36.1% |
| 3M | +14.7% | -43.3% | +58.0% | +37.0% |
| 6M | -26.8% | -29.4% | +2.6% | -20.4% |
| YTD | -59.2% | -4.7% | -54.6% | -61.7% |
| 1Y | -64.7% | -9.6% | -55.1% | -66.3% |
| 3Y | -75.8% | +355.5% | -431.3% | -88.4% |
| 5Y | -84.6% | +826.6% | -911.1% | -94.5% |
| 10Y | +507.9% | +846.1% | -338.3% | +83.9% |
| All | +414.0% | +838.4% | -424.4% | +61.0% |
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 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