+93.6%
TFC vs CRS
+355.6%
-262.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | +0.1% | +7.4% | -7.3% | -1.4% |
| 30D | +8.6% | -21.2% | +29.9% | +13.1% |
| 3M | -4.3% | -43.3% | +38.9% | +6.9% |
| 6M | +5.4% | -29.4% | +34.8% | +11.0% |
| YTD | +4.5% | -4.7% | +9.2% | +1.4% |
| 1Y | +14.0% | -9.6% | +23.6% | +11.9% |
| All | +93.6% | +355.6% | -262.0% | +29.5% |
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