+172.1%
CAPR vs TMF
-88.4%
+260.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.1% | +9.4% | +9.4% |
| 7D | +36.0% | +0.6% | +35.5% | +36.0% |
| 30D | +25.8% | +16.3% | +9.5% | +25.1% |
| 3M | +140.8% | -2.7% | +143.5% | +140.9% |
| 6M | -67.6% | -13.2% | -54.4% | -67.5% |
| YTD | -65.9% | -16.7% | -49.2% | -65.7% |
| 1Y | +66.1% | -22.7% | +88.8% | +67.0% |
| 3Y | +256.9% | -26.1% | +283.0% | +257.7% |
| 5Y | +172.1% | -88.4% | +260.5% | +123.1% |
| All | +172.1% | -88.4% | +260.5% | +123.1% |
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 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