+54.3%
CDE vs TMF
-86.4%
+140.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.3% | -2.7% |
| 7D | -6.1% | -4.8% | -1.3% | -5.4% |
| 30D | +9.5% | -4.9% | +14.4% | +10.3% |
| 3M | +32.0% | -13.4% | +45.4% | +34.6% |
| 6M | -12.8% | -23.0% | +10.3% | -9.7% |
| YTD | +14.2% | -20.2% | +34.4% | +17.7% |
| 1Y | +36.3% | -26.5% | +62.8% | +41.7% |
| 3Y | +821.4% | -45.2% | +866.6% | +871.2% |
| 5Y | +194.3% | -88.4% | +282.7% | +247.4% |
| All | +54.3% | -86.4% | +140.7% | +41.6% |
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