+852.8%
CAKE vs TMF
-71.6%
+924.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.3% | -3.9% |
| 7D | -3.8% | -8.2% | +4.3% | -5.2% |
| 30D | -5.2% | +5.3% | -10.6% | -4.4% |
| 3M | -9.2% | -8.5% | -0.7% | -10.5% |
| 6M | +76.6% | -17.2% | +93.8% | +71.6% |
| YTD | +113.6% | -23.4% | +137.0% | +105.0% |
| 1Y | +134.3% | -30.2% | +164.6% | +121.5% |
| 3Y | +271.2% | -32.9% | +304.1% | +255.9% |
| 5Y | +170.3% | -88.5% | +258.8% | +79.6% |
| 10Y | +125.7% | -82.2% | +207.9% | +84.0% |
| All | +852.8% | -71.6% | +924.4% | +769.6% |
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