+172.6%
TTMI vs CRS
+102.1%
+70.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.2% | +7.7% |
| 7D | +5.9% | -0.2% | +6.1% | +6.1% |
| 30D | -4.3% | -16.6% | +12.3% | +8.3% |
| 3M | -32.0% | -3.5% | -28.6% | -29.0% |
| 6M | +19.5% | +15.4% | +4.0% | +11.2% |
| YTD | +82.0% | +51.2% | +30.8% | +50.4% |
| 1Y | +172.6% | +98.3% | +74.3% | +113.1% |
| All | +172.6% | +102.1% | +70.6% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling