+212.3%
TTMI vs CRL
+1,395.4%
-1,183.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.2% |
| 7D | -11.5% | -1.7% | -9.8% | -10.3% |
| 30D | -40.3% | +14.6% | -54.9% | -43.1% |
| 3M | -44.5% | +24.8% | -69.3% | -49.1% |
| 6M | -54.1% | +94.7% | -148.8% | -66.0% |
| YTD | +4.7% | +73.4% | -68.7% | -19.3% |
| 1Y | +3.3% | +104.7% | -101.3% | -26.0% |
| 3Y | +407.2% | +101.1% | +306.2% | +238.0% |
| 5Y | +406.5% | -10.8% | +417.3% | +364.1% |
| 10Y | +420.4% | +358.8% | +61.6% | +108.8% |
| All | +212.3% | +1,395.4% | -1,183.0% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling