+1,323.2%
CRS vs TCOM
-9.8%
+1,333.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.4% |
| 7D | -6.8% | -4.9% | -1.9% | -5.3% |
| 30D | -16.1% | -14.4% | -1.7% | -12.3% |
| 3M | -21.2% | -17.7% | -3.5% | -17.3% |
| 6M | +8.7% | -25.1% | +33.8% | +17.5% |
| YTD | +41.0% | -45.7% | +86.7% | +66.5% |
| 1Y | +82.7% | -47.9% | +130.5% | +118.2% |
| 3Y | +604.8% | +8.9% | +595.8% | +512.1% |
| 5Y | +1,384.7% | +26.9% | +1,357.8% | +1,006.3% |
| All | +1,323.2% | -9.8% | +1,333.0% | +1,003.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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