-4.5%
CRS vs TMF
-23.9%
+19.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.0% | -1.9% |
| 7D | +4.3% | +4.0% | +0.3% | +3.6% |
| 30D | -25.5% | +19.5% | -44.9% | -29.2% |
| 3M | -48.7% | -3.5% | -45.2% | -47.4% |
| 6M | -31.6% | -10.6% | -21.0% | -27.7% |
| YTD | -7.0% | -17.1% | +10.0% | -0.1% |
| 1Y | -4.5% | -24.3% | +19.8% | +1.3% |
| All | -4.5% | -23.9% | +19.4% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling