+38.5%
TNA vs CRS
-3.8%
+42.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +5.2% |
| 7D | +2.4% | +4.3% | -1.9% | +0.2% |
| 30D | -0.9% | -25.5% | +24.6% | +13.7% |
| 3M | -19.2% | -48.7% | +29.5% | +17.3% |
| 6M | -0.8% | -31.6% | +30.8% | +17.5% |
| YTD | +33.2% | -7.0% | +40.2% | +33.7% |
| 1Y | +38.5% | -4.5% | +43.0% | +35.9% |
| All | +38.5% | -3.8% | +42.3% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling