+178.7%
CAPR vs TMF
-88.6%
+267.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.4% | -5.6% | -6.9% |
| 7D | +5.9% | -9.3% | +15.2% | +6.3% |
| 30D | +44.6% | +1.9% | +42.7% | +44.7% |
| 3M | +126.4% | -11.2% | +137.6% | +127.4% |
| 6M | -68.6% | -17.7% | -50.9% | -68.4% |
| YTD | -67.0% | -24.5% | -42.5% | -66.7% |
| 1Y | +65.2% | -29.4% | +94.6% | +66.7% |
| 3Y | +235.6% | -33.4% | +269.0% | +237.6% |
| All | +178.7% | -88.6% | +267.3% | +126.2% |
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