+159.6%
CAKE vs TMF
-88.0%
+247.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -3.3% |
| 7D | -4.6% | -0.9% | -3.7% | -4.5% |
| 30D | -6.6% | -1.0% | -5.6% | -6.5% |
| 3M | +52.9% | -11.3% | +64.2% | +53.9% |
| 6M | +65.7% | -22.7% | +88.5% | +68.1% |
| YTD | +107.8% | -17.3% | +125.2% | +109.8% |
| 1Y | +78.5% | -22.5% | +101.0% | +80.9% |
| 3Y | +266.4% | -43.2% | +309.6% | +273.3% |
| 5Y | +159.6% | -88.3% | +247.9% | +146.8% |
| All | +159.6% | -88.0% | +247.6% | +146.8% |
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 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