+328.6%
TMO vs CRS
+1,392.1%
-1,063.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | -0.6% | -6.8% | +6.1% | +0.2% |
| 30D | +1.1% | -16.1% | +17.3% | +3.3% |
| 3M | +28.3% | -21.2% | +49.5% | +31.8% |
| 6M | +23.3% | +8.7% | +14.6% | +21.1% |
| YTD | +5.5% | +41.0% | -35.5% | 0.0% |
| 1Y | +24.5% | +82.7% | -58.1% | +13.8% |
| 3Y | +19.6% | +604.8% | -585.2% | -9.8% |
| 5Y | +8.1% | +1,384.7% | -1,376.6% | -26.6% |
| All | +328.6% | +1,392.1% | -1,063.4% | +182.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling