+23.3%
CAVA vs TMF
-58.7%
+82.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.0% | -4.1% |
| 7D | -12.4% | -4.8% | -7.7% | -12.0% |
| 30D | -11.2% | -4.9% | -6.3% | -10.7% |
| 3M | -33.8% | -13.4% | -20.4% | -32.8% |
| 6M | -32.5% | -23.0% | -9.5% | -31.0% |
| YTD | -8.0% | -20.2% | +12.2% | -6.1% |
| 1Y | -17.1% | -26.5% | +9.3% | -15.0% |
| 3Y | +37.8% | -45.2% | +83.0% | +41.6% |
| All | +23.3% | -58.7% | +82.1% | +28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling