+383.3%
TPR vs CRS
+849.0%
-465.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.7% |
| 7D | +12.1% | +0.2% | +11.8% | +11.6% |
| 30D | +16.7% | -22.9% | +39.6% | +27.3% |
| 3M | -17.4% | -46.8% | +29.5% | +4.2% |
| 6M | +2.3% | -30.4% | +32.7% | +13.8% |
| YTD | +7.1% | -5.4% | +12.5% | +3.5% |
| 1Y | +29.5% | -9.0% | +38.5% | +27.0% |
| 3Y | +415.0% | +352.2% | +62.9% | +128.1% |
| 5Y | +261.5% | +852.2% | -590.8% | +3.7% |
| 10Y | +383.3% | +862.6% | -479.3% | +22.6% |
| All | +383.3% | +849.0% | -465.7% | +22.6% |
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 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