+105.5%
CB vs TMF
-87.8%
+193.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | +2.6% | +2.7% | -0.1% | +2.6% |
| 30D | +11.2% | +19.3% | -8.1% | +11.3% |
| 3M | +5.7% | -3.7% | +9.4% | +5.7% |
| 6M | +15.9% | -11.3% | +27.2% | +15.7% |
| YTD | +20.2% | -16.6% | +36.8% | +19.9% |
| 1Y | +32.4% | -21.1% | +53.5% | +32.1% |
| 3Y | +75.5% | -26.8% | +102.3% | +75.6% |
| 5Y | +105.5% | -88.0% | +193.5% | +75.8% |
| All | +105.5% | -87.8% | +193.3% | +75.8% |
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