+459.4%
TTMI vs CRS
+4,847.6%
-4,388.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.5% | +6.5% | +4.5% |
| 7D | +12.2% | -3.1% | +15.2% | +13.6% |
| 30D | -5.7% | -19.6% | +13.9% | +3.7% |
| 3M | -27.5% | -8.1% | -19.4% | -24.4% |
| 6M | +47.1% | +18.6% | +28.6% | +38.2% |
| YTD | +87.5% | +45.9% | +41.6% | +61.0% |
| 1Y | +175.2% | +82.5% | +92.7% | +113.5% |
| 3Y | +901.9% | +648.9% | +253.0% | +304.8% |
| 5Y | +843.5% | +1,438.1% | -594.7% | +160.5% |
| 10Y | +1,077.0% | +1,327.0% | -250.0% | +165.9% |
| All | +459.4% | +4,847.6% | -4,388.3% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling