-67.1%
CAPR vs TMF
-81.8%
+14.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.4% | -4.3% | -9.0% |
| 7D | +19.1% | -8.2% | +27.2% | +18.3% |
| 30D | +48.8% | +5.3% | +43.5% | +49.4% |
| 3M | +144.4% | -8.5% | +152.9% | +142.5% |
| 6M | -67.5% | -17.2% | -50.3% | -67.9% |
| YTD | -64.5% | -23.4% | -41.1% | -65.2% |
| 1Y | +74.4% | -30.2% | +104.7% | +69.8% |
| 3Y | +265.7% | -32.9% | +298.7% | +258.8% |
| 5Y | +196.0% | -88.5% | +284.5% | +120.0% |
| All | -67.1% | -81.8% | +14.8% | -73.2% |
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