+396.5%
TTMI vs CRL
+350.3%
+46.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.5% |
| 7D | +11.4% | +0.1% | +11.2% | +11.5% |
| 30D | -28.3% | +11.9% | -40.2% | -30.6% |
| 3M | -46.7% | +20.2% | -66.8% | -50.0% |
| 6M | -56.1% | +107.5% | -163.7% | -67.5% |
| YTD | +7.4% | +69.4% | -62.1% | -14.6% |
| 1Y | +17.4% | +99.7% | -82.3% | -12.8% |
| 3Y | +429.1% | +98.8% | +330.4% | +265.2% |
| 5Y | +418.8% | -12.4% | +431.2% | +399.7% |
| All | +396.5% | +350.3% | +46.2% | +71.6% |
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