+2,255.4%
CRS vs TMF
-69.2%
+2,324.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.1% | +9.6% | +9.7% |
| 7D | +4.9% | +0.6% | +4.3% | +5.1% |
| 30D | -20.8% | +16.3% | -37.1% | -18.0% |
| 3M | -46.4% | -2.7% | -43.8% | -46.5% |
| 6M | -28.6% | -13.2% | -15.4% | -30.4% |
| YTD | -2.8% | -16.7% | +13.9% | -6.1% |
| 1Y | -6.7% | -22.7% | +16.0% | -11.3% |
| 3Y | +368.0% | -26.1% | +394.1% | +355.5% |
| 5Y | +852.9% | -88.4% | +941.3% | +495.1% |
| 10Y | +905.1% | -81.8% | +986.9% | +729.4% |
| All | +2,255.4% | -69.2% | +2,324.6% | +2,669.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling