+2,628.6%
TFC vs CRH
+5,984.3%
-3,355.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.9% |
| 7D | -2.5% | -4.8% | +2.3% | -1.1% |
| 30D | -2.8% | -13.1% | +10.3% | +1.2% |
| 3M | +2.1% | -12.0% | +14.1% | +5.8% |
| 6M | +10.1% | -16.9% | +27.0% | +15.7% |
| YTD | +5.4% | -29.0% | +34.4% | +15.9% |
| 1Y | +16.3% | -20.3% | +36.7% | +23.2% |
| 3Y | +95.9% | +69.2% | +26.6% | +64.7% |
| 5Y | +16.0% | +94.6% | -78.6% | -7.0% |
| 10Y | +97.9% | +250.3% | -152.4% | +36.0% |
| All | +2,628.6% | +5,984.3% | -3,355.7% | +1,490.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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