+1,298.7%
CRDO vs TMF
-86.6%
+1,385.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -4.5% | -5.1% | +0.6% | -4.3% |
| 30D | -39.2% | -4.6% | -34.6% | -39.1% |
| 3M | -38.5% | -16.6% | -21.9% | -38.1% |
| 6M | +40.6% | -19.9% | +60.5% | +41.5% |
| YTD | +13.2% | -20.2% | +33.4% | +14.0% |
| 1Y | +2.3% | -27.7% | +30.0% | +3.1% |
| 3Y | +942.5% | -43.9% | +986.5% | +943.1% |
| All | +1,298.7% | -86.6% | +1,385.3% | +1,352.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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