+10.6%
TMO vs CRS
+1,363.4%
-1,352.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | -0.6% | -6.8% | +6.1% | +0.4% |
| 30D | +1.1% | -16.1% | +17.3% | +3.6% |
| 3M | +28.3% | -21.2% | +49.5% | +32.4% |
| 6M | +23.3% | +8.7% | +14.6% | +20.5% |
| YTD | +5.5% | +41.0% | -35.5% | -1.2% |
| 1Y | +24.5% | +82.7% | -58.1% | +11.5% |
| 3Y | +19.6% | +604.8% | -585.2% | -17.2% |
| All | +10.6% | +1,363.4% | -1,352.8% | -30.6% |
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 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