-66.2%
CAPR vs TMF
-84.4%
+18.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.8% | +4.6% |
| 7D | +41.1% | +1.2% | +39.9% | +41.2% |
| 30D | +11.1% | +19.7% | -8.6% | +12.6% |
| 3M | +115.3% | -2.1% | +117.4% | +114.7% |
| 6M | -73.8% | -13.4% | -60.4% | -74.1% |
| YTD | -68.8% | -16.7% | -52.1% | -69.2% |
| 1Y | +43.3% | -23.3% | +66.7% | +40.6% |
| 3Y | +214.7% | -24.8% | +239.5% | +212.2% |
| 5Y | +141.3% | -88.0% | +229.3% | +80.2% |
| All | -66.2% | -84.4% | +18.2% | -72.1% |
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