+1,350.3%
CRS vs TCOM
+29.4%
+1,320.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.3% |
| 7D | -6.8% | -4.9% | -1.9% | -5.9% |
| 30D | -16.1% | -14.4% | -1.7% | -13.9% |
| 3M | -21.2% | -17.7% | -3.5% | -18.9% |
| 6M | +8.7% | -25.1% | +33.8% | +13.9% |
| YTD | +41.0% | -45.7% | +86.7% | +55.7% |
| 1Y | +82.7% | -47.9% | +130.5% | +103.1% |
| 3Y | +604.8% | +8.9% | +595.8% | +551.1% |
| All | +1,350.3% | +29.4% | +1,320.9% | +1,228.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling