-58.8%
CAPR vs TMF
-81.8%
+23.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +0.1% | +26.4% | +26.5% |
| 7D | +25.8% | -3.4% | +29.1% | +25.4% |
| 30D | +50.2% | +11.5% | +38.7% | +51.5% |
| 3M | +185.5% | -4.5% | +190.0% | +184.2% |
| 6M | -64.8% | -15.0% | -49.9% | -65.2% |
| YTD | -61.1% | -19.9% | -41.3% | -61.7% |
| 1Y | +81.0% | -26.6% | +107.5% | +76.8% |
| 3Y | +300.7% | -29.8% | +330.5% | +294.4% |
| 5Y | +223.3% | -88.2% | +311.5% | +139.6% |
| 10Y | -58.8% | -81.4% | +22.6% | -66.0% |
| All | -58.8% | -81.8% | +23.0% | -66.0% |
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