+33.0%
CAVA vs TMF
-60.9%
+93.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.7% |
| 7D | -1.6% | -9.3% | +7.7% | -0.5% |
| 30D | +12.9% | +1.9% | +10.9% | +12.7% |
| 3M | -19.3% | -11.2% | -8.1% | -18.3% |
| 6M | -19.5% | -17.7% | -1.7% | -17.8% |
| YTD | -0.8% | -24.5% | +23.7% | +1.8% |
| 1Y | +20.8% | -29.4% | +50.2% | +24.4% |
| 3Y | +85.7% | -33.4% | +119.1% | +86.5% |
| All | +33.0% | -60.9% | +93.9% | +39.3% |
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 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