+2,580.4%
CRM vs TMF
-68.9%
+2,649.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | -3.5% | +1.0% | -4.5% | -3.3% |
| 30D | +29.3% | -1.8% | +31.1% | +28.9% |
| 3M | +36.8% | -8.2% | +45.1% | +35.3% |
| 6M | +23.9% | -19.5% | +43.4% | +20.3% |
| YTD | -5.5% | -16.0% | +10.5% | -7.6% |
| 1Y | -0.4% | -22.5% | +22.1% | -3.6% |
| 3Y | +12.8% | -42.3% | +55.0% | +6.7% |
| 5Y | -3.5% | -87.7% | +84.2% | -30.0% |
| 10Y | +238.4% | -86.5% | +325.0% | +177.5% |
| All | +2,580.4% | -68.9% | +2,649.3% | +3,558.8% |
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