+862.6%
CRS vs TMF
-82.2%
+944.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | -3.2% |
| 7D | +0.2% | -1.1% | +1.3% | +0.1% |
| 30D | -22.9% | +11.8% | -34.7% | -21.3% |
| 3M | -46.8% | -4.0% | -42.8% | -47.0% |
| 6M | -30.4% | -16.5% | -13.9% | -32.2% |
| YTD | -5.4% | -19.9% | +14.5% | -8.4% |
| 1Y | -9.0% | -25.6% | +16.6% | -12.9% |
| 3Y | +352.2% | -29.9% | +382.0% | +340.4% |
| 5Y | +852.2% | -88.2% | +940.5% | +494.8% |
| 10Y | +862.6% | -81.7% | +944.3% | +685.9% |
| All | +862.6% | -82.2% | +944.8% | +685.9% |
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