+38.8%
CAVA vs TMF
-56.5%
+95.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.5% |
| 7D | -9.2% | -1.4% | -7.8% | -9.1% |
| 30D | -8.2% | -2.8% | -5.3% | -7.9% |
| 3M | -15.3% | -10.9% | -4.4% | -14.4% |
| 6M | -23.6% | -21.3% | -2.3% | -22.2% |
| YTD | +3.5% | -15.9% | +19.4% | +5.0% |
| 1Y | -7.9% | -15.7% | +7.9% | -6.7% |
| 3Y | +38.7% | -43.4% | +82.0% | +42.3% |
| All | +38.8% | -56.5% | +95.3% | +43.7% |
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