+123.4%
CAKE vs TMF
-82.1%
+205.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +2.5% |
| 7D | +2.5% | -9.3% | +11.7% | +0.9% |
| 30D | -3.1% | +1.9% | -5.0% | -2.7% |
| 3M | -2.2% | -11.2% | +9.0% | -4.0% |
| 6M | +94.1% | -17.7% | +111.8% | +88.5% |
| YTD | +119.4% | -24.5% | +143.9% | +110.4% |
| 1Y | +141.4% | -29.4% | +170.8% | +128.9% |
| 3Y | +273.6% | -33.4% | +307.0% | +259.6% |
| 5Y | +177.7% | -88.7% | +266.4% | +56.7% |
| All | +123.4% | -82.1% | +205.5% | +52.8% |
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