+506.1%
CAH vs TMF
-88.0%
+594.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +8.5% | +1.2% | +7.3% | +8.5% |
| 30D | +17.0% | +19.7% | -2.7% | +17.0% |
| 3M | +14.6% | -2.1% | +16.7% | +14.6% |
| 6M | +42.5% | -13.4% | +56.0% | +42.4% |
| YTD | +33.5% | -16.7% | +50.2% | +33.3% |
| 1Y | +38.5% | -23.3% | +61.9% | +38.3% |
| 3Y | +179.0% | -24.8% | +203.8% | +178.6% |
| All | +506.1% | -88.0% | +594.1% | +442.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling