+411.3%
TTMI vs CRL
+354.1%
+57.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.5% | -2.9% |
| 7D | +22.6% | +8.9% | +13.7% | +18.7% |
| 30D | -34.3% | +14.0% | -48.3% | -36.9% |
| 3M | -44.8% | +19.8% | -64.6% | -48.1% |
| 6M | -53.3% | +102.0% | -155.3% | -65.1% |
| YTD | +10.6% | +70.8% | -60.3% | -12.4% |
| 1Y | +8.2% | +98.7% | -90.5% | -19.4% |
| 3Y | +435.7% | +98.2% | +337.5% | +270.4% |
| 5Y | +434.2% | -11.7% | +445.9% | +412.7% |
| All | +411.3% | +354.1% | +57.2% | +76.1% |
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