-96.1%
CAPR vs TMF
-69.2%
-26.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.7% |
| 3M | +115.3% | -2.1% | +117.4% | +114.8% |
| 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% | +211.7% |
| 5Y | +141.3% | -88.0% | +229.3% | +97.3% |
| 10Y | -67.0% | -84.7% | +17.7% | -71.4% |
| All | -96.1% | -69.2% | -26.9% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling