+53.5%
CAVA vs TMF
-42.4%
+95.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.5% | +1.0% | -2.5% | -1.6% |
| 30D | -3.7% | -1.8% | -1.8% | -3.5% |
| 3M | -18.3% | -8.2% | -10.1% | -17.6% |
| 6M | -23.5% | -19.5% | -4.0% | -22.3% |
| YTD | +2.5% | -16.0% | +18.4% | +3.8% |
| 1Y | -8.0% | -22.5% | +14.5% | -6.4% |
| 3Y | +53.5% | -42.3% | +95.8% | +49.3% |
| All | +53.5% | -42.4% | +95.9% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling