+843.5%
TTMI vs CRL
-37.4%
+880.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.7% | +3.8% |
| 7D | +12.2% | -0.6% | +12.7% | +12.2% |
| 30D | -5.7% | +5.0% | -10.7% | -7.4% |
| 3M | -27.5% | +50.6% | -78.1% | -37.2% |
| 6M | +47.1% | +60.9% | -13.8% | +23.3% |
| YTD | +87.5% | +40.7% | +46.7% | +63.9% |
| 1Y | +175.2% | +73.3% | +101.9% | +123.0% |
| 3Y | +901.9% | +40.6% | +861.4% | +732.8% |
| 5Y | +843.5% | -37.0% | +880.5% | +708.7% |
| All | +843.5% | -37.4% | +880.9% | +708.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling