-3.9%
CRM vs TMF
-88.5%
+84.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +3.0% | -0.4% |
| 7D | -8.1% | -4.8% | -3.3% | -8.0% |
| 30D | +23.1% | -4.9% | +28.0% | +23.2% |
| 3M | +42.5% | -13.4% | +56.0% | +43.0% |
| 6M | +25.3% | -23.0% | +48.4% | +26.2% |
| YTD | -7.8% | -20.2% | +12.4% | -7.3% |
| 1Y | +1.0% | -26.5% | +27.5% | +1.8% |
| 3Y | +10.0% | -45.2% | +55.2% | +10.8% |
| 5Y | -3.9% | -88.4% | +84.5% | -7.7% |
| All | -3.9% | -88.5% | +84.6% | -7.7% |
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 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