+61.0%
CAH vs TMF
-21.8%
+82.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +0.5% | +1.0% | -0.5% | +0.4% |
| 30D | +1.7% | -1.8% | +3.6% | +1.9% |
| 3M | +17.9% | -8.2% | +26.1% | +18.8% |
| 6M | +10.9% | -19.5% | +30.4% | +13.2% |
| YTD | +17.9% | -16.0% | +33.8% | +20.2% |
| All | +61.0% | -21.8% | +82.8% | +60.2% |
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