+93.0%
TFC vs CRS
+636.8%
-543.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | -2.3% | -18.1% | +15.8% | +2.1% |
| 3M | +2.5% | -12.4% | +14.9% | +4.9% |
| 6M | +9.5% | +15.9% | -6.5% | +4.0% |
| YTD | +5.1% | +45.8% | -40.8% | -6.3% |
| 1Y | +15.5% | +87.8% | -72.3% | -4.9% |
| All | +93.0% | +636.8% | -543.7% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling