+130.6%
CAPR vs TMF
-87.8%
+218.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.6% |
| 7D | +29.7% | +2.7% | +27.0% | +29.6% |
| 30D | +11.0% | +19.3% | -8.4% | +10.3% |
| 3M | +118.8% | -3.7% | +122.5% | +118.9% |
| 6M | -73.9% | -11.3% | -62.6% | -73.9% |
| YTD | -70.2% | -16.6% | -53.6% | -70.1% |
| 1Y | +38.3% | -21.1% | +59.4% | +39.0% |
| 3Y | +199.7% | -26.8% | +226.5% | +200.3% |
| 5Y | +130.6% | -88.0% | +218.6% | +86.7% |
| All | +130.6% | -87.8% | +218.4% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling