+2,700.2%
TFC vs CRS
+10,171.0%
-7,470.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | +2.4% | -0.2% | +2.7% | +2.5% |
| 30D | -1.3% | -16.6% | +15.3% | +4.2% |
| 3M | +6.1% | -3.5% | +9.5% | +6.2% |
| 6M | +7.3% | +15.4% | -8.1% | +0.8% |
| YTD | +8.2% | +51.2% | -43.0% | -7.2% |
| 1Y | +14.4% | +98.3% | -83.9% | -11.3% |
| 3Y | +93.7% | +651.5% | -557.8% | -5.8% |
| 5Y | +16.4% | +1,411.1% | -1,394.7% | -56.7% |
| 10Y | +101.6% | +1,424.3% | -1,322.8% | -32.3% |
| All | +2,700.2% | +10,171.0% | -7,470.8% | +431.6% |
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