+1,412.7%
CRS vs TMF
-86.2%
+1,498.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | -0.3% |
| 7D | -0.5% | -0.9% | +0.3% | -0.7% |
| 30D | -18.1% | -1.0% | -17.1% | -18.2% |
| 3M | -12.4% | -11.3% | -1.2% | -14.0% |
| 6M | +15.9% | -22.7% | +38.6% | +11.2% |
| YTD | +45.8% | -17.3% | +63.2% | +41.5% |
| 1Y | +87.8% | -22.5% | +110.2% | +80.6% |
| 3Y | +648.7% | -43.2% | +691.9% | +594.6% |
| 5Y | +1,416.6% | -88.3% | +1,504.9% | +851.2% |
| 10Y | +1,412.7% | -86.0% | +1,498.7% | +1,219.1% |
| All | +1,412.7% | -86.2% | +1,498.9% | +1,219.1% |
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