+408.1%
CAH vs TMF
-82.2%
+490.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +0.5% |
| 7D | +9.4% | -1.1% | +10.5% | +9.3% |
| 30D | +16.5% | +11.8% | +4.7% | +17.9% |
| 3M | +17.0% | -4.0% | +21.0% | +16.5% |
| 6M | +51.4% | -16.5% | +67.9% | +48.7% |
| YTD | +36.0% | -19.9% | +55.9% | +33.1% |
| 1Y | +36.0% | -25.6% | +61.6% | +32.1% |
| 3Y | +177.5% | -29.9% | +207.4% | +172.8% |
| 5Y | +509.2% | -88.2% | +597.4% | +350.7% |
| 10Y | +408.1% | -81.7% | +489.8% | +331.1% |
| All | +408.1% | -82.2% | +490.3% | +331.1% |
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