+4,485.8%
CRS vs TCOM
+2,658.7%
+1,827.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.2% |
| 7D | -3.1% | -7.6% | +4.6% | -0.9% |
| 30D | -19.6% | -12.2% | -7.4% | -16.7% |
| 3M | -8.1% | -14.2% | +6.1% | -4.9% |
| 6M | +18.6% | -25.0% | +43.6% | +27.6% |
| YTD | +45.9% | -43.7% | +89.5% | +68.8% |
| 1Y | +82.5% | -44.5% | +127.0% | +111.8% |
| 3Y | +648.9% | +13.4% | +635.5% | +563.7% |
| 5Y | +1,438.1% | +26.5% | +1,411.7% | +1,105.3% |
| 10Y | +1,327.0% | -10.3% | +1,337.3% | +1,087.5% |
| All | +4,485.8% | +2,658.7% | +1,827.2% | +1,260.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling