+542.0%
CRH vs TMF
-69.4%
+611.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.7% |
| 7D | -3.6% | -0.9% | -2.7% | -3.7% |
| 30D | -10.8% | -1.0% | -9.8% | -11.0% |
| 3M | -13.5% | -11.3% | -2.2% | -15.2% |
| 6M | -15.4% | -22.7% | +7.3% | -19.1% |
| YTD | -27.6% | -17.3% | -10.3% | -29.9% |
| 1Y | -18.4% | -22.5% | +4.1% | -21.8% |
| 3Y | +72.5% | -43.2% | +115.7% | +59.3% |
| 5Y | +99.2% | -88.3% | +187.5% | +31.5% |
| 10Y | +257.0% | -86.0% | +343.1% | +181.9% |
| All | +542.0% | -69.4% | +611.4% | +803.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling