+87.8%
CRS vs TMF
-23.1%
+110.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.3% |
| 7D | -0.5% | -0.9% | +0.3% | -0.4% |
| 30D | -18.1% | -1.0% | -17.1% | -17.9% |
| 3M | -12.4% | -11.3% | -1.2% | -10.1% |
| 6M | +15.9% | -22.7% | +38.6% | +17.2% |
| YTD | +45.8% | -17.3% | +63.2% | +49.6% |
| 1Y | +87.8% | -22.5% | +110.2% | +79.1% |
| All | +87.8% | -23.1% | +110.8% | +79.1% |
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 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