+246.7%
CB vs TMF
-82.2%
+328.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.4% | +1.2% |
| 7D | +0.7% | -1.1% | +1.8% | +0.6% |
| 30D | +8.2% | +11.8% | -3.6% | +9.2% |
| 3M | +6.3% | -4.0% | +10.3% | +6.0% |
| 6M | +16.2% | -16.5% | +32.7% | +14.5% |
| YTD | +19.3% | -19.9% | +39.2% | +17.3% |
| 1Y | +29.2% | -25.6% | +54.8% | +26.2% |
| 3Y | +71.4% | -29.9% | +101.3% | +69.1% |
| 5Y | +104.2% | -88.2% | +192.5% | +59.0% |
| 10Y | +246.7% | -81.7% | +328.4% | +189.3% |
| All | +246.7% | -82.2% | +328.9% | +189.3% |
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 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