+2,604.8%
TFC vs CRS
+6,376.2%
-3,771.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | +0.1% | +7.4% | -7.3% | -2.2% |
| 30D | +8.6% | -21.2% | +29.9% | +15.3% |
| 3M | -4.3% | -43.3% | +38.9% | +12.1% |
| 6M | +5.4% | -29.4% | +34.8% | +14.2% |
| YTD | +4.5% | -4.7% | +9.2% | +1.7% |
| 1Y | +14.0% | -9.6% | +23.6% | +12.6% |
| 3Y | +93.4% | +355.5% | -262.1% | +8.4% |
| 5Y | +0.5% | +826.6% | -826.1% | -57.1% |
| 10Y | +77.7% | +846.1% | -768.4% | -31.3% |
| All | +2,604.8% | +6,376.2% | -3,771.4% | +483.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling