-74.9%
CAPR vs TMF
-86.8%
+11.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | -2.0% | -1.4% | -0.5% | -2.1% |
| 30D | +139.2% | -2.8% | +142.0% | +138.6% |
| 3M | -66.4% | -10.9% | -55.5% | -66.6% |
| 6M | -63.1% | -21.3% | -41.8% | -63.8% |
| YTD | -67.4% | -15.9% | -51.6% | -67.8% |
| 1Y | +58.2% | -15.7% | +74.0% | +56.8% |
| 3Y | +42.2% | -43.4% | +85.6% | +36.0% |
| 5Y | +87.3% | -87.8% | +175.0% | +41.6% |
| All | -74.9% | -86.8% | +11.8% | -78.8% |
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 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