+368.0%
CRS vs TMF
-29.8%
+397.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.1% | +9.6% | +9.7% |
| 7D | +4.9% | +0.6% | +4.3% | +5.0% |
| 30D | -20.8% | +16.3% | -37.1% | -20.9% |
| 3M | -46.4% | -2.7% | -43.8% | -46.3% |
| 6M | -28.6% | -13.2% | -15.4% | -28.3% |
| YTD | -2.8% | -16.7% | +13.9% | -2.5% |
| 1Y | -6.7% | -22.7% | +16.0% | -6.7% |
| 3Y | +368.0% | -26.1% | +394.1% | +349.1% |
| All | +368.0% | -29.8% | +397.8% | +349.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling