+1,623.0%
CAH vs TMF
-69.2%
+1,692.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.4% |
| 7D | +8.5% | +1.2% | +7.3% | +8.6% |
| 30D | +17.0% | +19.7% | -2.7% | +19.6% |
| 3M | +14.6% | -2.1% | +16.7% | +14.4% |
| 6M | +42.5% | -13.4% | +56.0% | +40.2% |
| YTD | +33.5% | -16.7% | +50.2% | +30.7% |
| 1Y | +38.5% | -23.3% | +61.9% | +34.3% |
| 3Y | +179.0% | -24.8% | +203.8% | +175.5% |
| 5Y | +507.2% | -88.0% | +595.2% | +365.9% |
| 10Y | +448.9% | -84.7% | +533.7% | +374.1% |
| All | +1,623.0% | -69.2% | +1,692.1% | +1,786.0% |
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