+147.7%
CAKE vs TMF
-86.4%
+234.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.1% | -2.9% |
| 7D | -5.6% | -4.8% | -0.8% | -6.4% |
| 30D | -10.5% | -4.9% | -5.6% | -11.2% |
| 3M | +43.6% | -13.4% | +57.0% | +40.5% |
| 6M | +63.0% | -23.0% | +86.1% | +56.4% |
| YTD | +102.9% | -20.2% | +123.1% | +96.1% |
| 1Y | +75.6% | -26.5% | +102.1% | +67.5% |
| 3Y | +257.7% | -45.2% | +302.9% | +228.5% |
| 5Y | +156.0% | -88.4% | +244.4% | +44.1% |
| All | +147.7% | -86.4% | +234.1% | +64.2% |
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 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