+858.0%
TTMI vs CRS
+620.4%
+237.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.4% |
| 7D | +6.0% | -4.1% | +10.1% | +8.2% |
| 30D | -6.4% | -16.6% | +10.2% | +2.4% |
| 3M | -28.9% | -14.3% | -14.7% | -22.6% |
| 6M | +26.9% | +11.6% | +15.3% | +22.8% |
| YTD | +77.3% | +42.6% | +34.7% | +55.7% |
| 1Y | +147.5% | +81.8% | +65.7% | +98.5% |
| All | +858.0% | +620.4% | +237.6% | +361.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling