-68.9%
CBRS vs TMF
-10.6%
-58.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.1% | +7.8% | +7.8% |
| 7D | +0.4% | +0.6% | -0.2% | +0.7% |
| 30D | -41.1% | +16.3% | -57.4% | -39.1% |
| 3M | -57.4% | -2.7% | -54.7% | -56.7% |
| All | -68.9% | -10.6% | -58.3% | -69.3% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling