+122.5%
CRWV vs TFC
+31.0%
+91.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | -0.4% | -2.4% | +2.0% | +0.5% |
| 30D | -17.4% | -3.4% | -14.0% | -16.3% |
| 3M | -7.1% | +0.4% | -7.5% | -8.2% |
| 6M | +8.6% | +12.7% | -4.1% | -1.5% |
| YTD | +24.3% | +5.6% | +18.7% | +17.0% |
| 1Y | -21.0% | +16.0% | -37.1% | -31.0% |
| All | +122.5% | +31.0% | +91.5% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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