+75.7%
TFC vs CRS
+790.4%
-714.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +2.2% |
| 7D | +2.3% | +4.8% | -2.5% | +0.4% |
| 30D | +10.8% | -23.2% | +34.0% | +19.7% |
| 3M | -3.8% | -45.5% | +41.7% | +17.4% |
| 6M | +9.6% | -33.1% | +42.7% | +22.4% |
| YTD | +5.8% | -7.2% | +13.0% | +2.7% |
| 1Y | +16.2% | -10.0% | +26.2% | +13.8% |
| 3Y | +96.0% | +332.3% | -236.3% | -4.5% |
| 5Y | +1.7% | +801.9% | -800.2% | -65.9% |
| All | +75.7% | +790.4% | -714.8% | -49.9% |
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