+29.1%
CAVA vs TMF
-57.3%
+86.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.4% | -5.9% |
| 7D | -8.5% | -0.9% | -7.7% | -8.5% |
| 30D | -8.2% | -1.0% | -7.3% | -8.2% |
| 3M | -25.9% | -11.3% | -14.6% | -25.0% |
| 6M | -30.9% | -22.7% | -8.2% | -29.5% |
| YTD | -3.7% | -17.3% | +13.6% | -2.1% |
| 1Y | -13.4% | -22.5% | +9.0% | -11.7% |
| 3Y | +44.2% | -43.2% | +87.5% | +47.6% |
| All | +29.1% | -57.3% | +86.3% | +33.9% |
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