+1,124.0%
TTMI vs CRL
+256.1%
+867.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.4% | +2.6% |
| 7D | +0.7% | -3.5% | +4.2% | +2.0% |
| 30D | -8.4% | -2.1% | -6.3% | -7.9% |
| 3M | -32.5% | +48.0% | -80.4% | -43.1% |
| 6M | +32.5% | +64.7% | -32.3% | +5.6% |
| YTD | +83.2% | +39.5% | +43.8% | +55.8% |
| 1Y | +161.7% | +74.2% | +87.5% | +101.5% |
| 3Y | +890.1% | +39.4% | +850.8% | +684.7% |
| 5Y | +832.4% | -36.9% | +869.4% | +912.0% |
| All | +1,124.0% | +256.1% | +867.9% | +415.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling