+537.0%
TDG vs CRS
+1,392.1%
-855.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.6% |
| 7D | -1.9% | -6.8% | +4.9% | +0.4% |
| 30D | -7.7% | -16.1% | +8.4% | -2.2% |
| 3M | -9.3% | -21.2% | +11.8% | -2.6% |
| 6M | -9.4% | +8.7% | -18.1% | -13.3% |
| YTD | -14.3% | +41.0% | -55.2% | -25.7% |
| 1Y | -11.8% | +82.7% | -94.5% | -31.3% |
| 3Y | +52.0% | +604.8% | -552.8% | -32.8% |
| 5Y | +128.8% | +1,384.7% | -1,255.9% | -28.8% |
| All | +537.0% | +1,392.1% | -855.1% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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