-7.9%
CAVA vs TMF
-15.2%
+7.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.6% |
| 7D | -9.2% | -1.4% | -7.8% | -8.9% |
| 30D | -8.2% | -2.8% | -5.3% | -7.6% |
| 3M | -15.3% | -10.9% | -4.4% | -13.0% |
| 6M | -23.6% | -21.3% | -2.3% | -22.3% |
| YTD | +3.5% | -15.9% | +19.4% | +6.9% |
| 1Y | -7.9% | -15.7% | +7.9% | -0.4% |
| All | -7.9% | -15.2% | +7.4% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling