-4.5%
CRS vs TLN
-17.6%
+13.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.5% | +7.0% | +1.0% |
| 7D | +4.3% | -6.0% | +10.4% | +6.1% |
| 30D | -25.5% | -1.5% | -23.9% | -25.0% |
| 3M | -48.7% | -3.9% | -44.8% | -48.3% |
| 6M | -31.6% | -15.0% | -16.6% | -29.2% |
| YTD | -7.0% | -12.8% | +5.8% | -7.0% |
| 1Y | -4.5% | -17.3% | +12.8% | -3.1% |
| All | -4.5% | -17.6% | +13.1% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling