+14.5%
TFC vs CRS
+1,446.1%
-1,431.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.0% |
| 3M | +2.5% | -12.4% | +14.9% | +5.4% |
| 6M | +9.5% | +15.9% | -6.5% | +3.2% |
| YTD | +5.1% | +45.8% | -40.8% | -7.9% |
| 1Y | +15.5% | +87.8% | -72.3% | -7.5% |
| 3Y | +95.2% | +648.7% | -553.6% | -3.3% |
| 5Y | +14.5% | +1,416.6% | -1,402.2% | -56.1% |
| All | +14.5% | +1,446.1% | -1,431.6% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling