-15.4%
CRH vs TMF
-20.3%
+4.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.4% |
| 7D | -3.6% | -0.9% | -2.7% | -3.1% |
| 30D | -10.8% | -1.0% | -9.8% | -10.4% |
| 3M | -13.5% | -11.3% | -2.2% | -7.0% |
| 6M | -15.4% | -22.7% | +7.3% | -4.6% |
| All | -15.4% | -20.3% | +4.8% | -4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling