+92.2%
CRH vs TMF
-88.5%
+180.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.6% |
| 7D | -4.8% | -4.8% | 0.0% | -4.4% |
| 30D | -13.1% | -4.9% | -8.2% | -12.8% |
| 3M | -12.0% | -13.4% | +1.4% | -11.1% |
| 6M | -16.9% | -23.0% | +6.2% | -15.5% |
| YTD | -29.0% | -20.2% | -8.8% | -27.9% |
| 1Y | -20.3% | -26.5% | +6.1% | -18.8% |
| 3Y | +69.2% | -45.2% | +114.4% | +72.0% |
| All | +92.2% | -88.5% | +180.7% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling