+1,124.0%
TTMI vs CRS
+1,392.1%
-268.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.8% |
| 7D | +0.7% | -6.8% | +7.4% | +3.3% |
| 30D | -8.4% | -16.1% | +7.7% | -2.1% |
| 3M | -32.5% | -21.2% | -11.3% | -25.8% |
| 6M | +32.5% | +8.7% | +23.8% | +30.0% |
| YTD | +83.2% | +41.0% | +42.3% | +64.1% |
| 1Y | +161.7% | +82.7% | +79.0% | +113.7% |
| 3Y | +890.1% | +604.8% | +285.3% | +396.2% |
| 5Y | +832.4% | +1,384.7% | -552.2% | +248.0% |
| All | +1,124.0% | +1,392.1% | -268.0% | +328.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling