+12,759.1%
TDG vs CRS
+1,334.0%
+11,425.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -8.0% | -18.1% | +10.1% | -2.1% |
| 3M | -10.5% | -12.4% | +2.0% | -7.3% |
| 6M | -11.9% | +15.9% | -27.8% | -17.2% |
| YTD | -15.4% | +45.8% | -61.2% | -26.9% |
| 1Y | -14.2% | +87.8% | -102.0% | -32.8% |
| 3Y | +51.0% | +648.7% | -597.7% | -30.0% |
| 5Y | +126.5% | +1,416.6% | -1,290.2% | -21.5% |
| 10Y | +535.6% | +1,412.7% | -877.1% | +92.7% |
| All | +12,759.1% | +1,334.0% | +11,425.2% | +2,978.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling