+238.9%
CRM vs TMF
-86.4%
+325.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -4.4% | -5.1% | +0.6% | -4.7% |
| 30D | +28.1% | -4.6% | +32.7% | +27.8% |
| 3M | +48.8% | -16.6% | +65.4% | +47.4% |
| 6M | +28.3% | -19.9% | +48.1% | +26.8% |
| YTD | -6.0% | -20.2% | +14.1% | -7.1% |
| 1Y | +1.4% | -27.7% | +29.2% | -0.2% |
| 3Y | +11.8% | -43.9% | +55.8% | +9.2% |
| 5Y | -2.0% | -88.4% | +86.4% | -19.3% |
| All | +238.9% | -86.4% | +325.3% | +200.7% |
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