+104.7%
TNA vs CRS
+612.2%
-507.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.9% |
| 7D | -7.3% | -6.8% | -0.5% | -2.4% |
| 30D | -14.2% | -16.1% | +2.0% | -2.4% |
| 3M | -4.6% | -21.2% | +16.6% | +12.5% |
| 6M | +36.9% | +8.7% | +28.2% | +26.3% |
| YTD | +42.5% | +41.0% | +1.6% | +6.2% |
| 1Y | +45.8% | +82.7% | -36.9% | -14.3% |
| 3Y | +104.7% | +604.8% | -500.1% | -58.3% |
| All | +104.7% | +612.2% | -507.6% | -58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling