+248.2%
CB vs TMF
-84.4%
+332.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +0.2% | +1.2% | -1.0% | +0.3% |
| 30D | +9.1% | +19.7% | -10.7% | +10.7% |
| 3M | +3.4% | -2.1% | +5.5% | +3.3% |
| 6M | +14.1% | -13.4% | +27.5% | +12.8% |
| YTD | +18.0% | -16.7% | +34.8% | +16.4% |
| 1Y | +30.1% | -23.3% | +53.5% | +27.5% |
| 3Y | +71.8% | -24.8% | +96.6% | +70.7% |
| 5Y | +101.8% | -88.0% | +189.9% | +57.5% |
| All | +248.2% | -84.4% | +332.6% | +190.2% |
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