+781.5%
CDE vs TMF
-44.0%
+825.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.3% | -2.4% |
| 7D | -6.1% | -4.8% | -1.3% | -5.1% |
| 30D | +9.5% | -4.9% | +14.4% | +10.6% |
| 3M | +32.0% | -13.4% | +45.4% | +35.7% |
| 6M | -12.8% | -23.0% | +10.3% | -8.5% |
| YTD | +14.2% | -20.2% | +34.4% | +19.0% |
| 1Y | +36.3% | -26.5% | +62.8% | +43.6% |
| All | +781.5% | -44.0% | +825.5% | +842.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling