+407.2%
TTMI vs CRL
+102.9%
+304.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.4% |
| 7D | -11.5% | -1.7% | -9.8% | -10.6% |
| 30D | -40.3% | +14.6% | -54.9% | -42.1% |
| 3M | -44.5% | +24.8% | -69.3% | -47.6% |
| 6M | -54.1% | +94.7% | -148.8% | -62.7% |
| YTD | +4.7% | +73.4% | -68.7% | -12.5% |
| 1Y | +3.3% | +104.7% | -101.3% | -18.0% |
| 3Y | +407.2% | +101.1% | +306.2% | +282.0% |
| All | +407.2% | +102.9% | +304.3% | +282.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling