+93.3%
CDE vs TMF
-68.9%
+162.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | +0.5% | -1.4% | +2.0% | +0.6% |
| 30D | +21.9% | -2.8% | +24.7% | +21.9% |
| 3M | +14.9% | -10.9% | +25.8% | +15.2% |
| 6M | -10.5% | -21.3% | +10.8% | -10.1% |
| YTD | +19.3% | -15.9% | +35.1% | +19.7% |
| 1Y | +50.8% | -15.7% | +66.5% | +51.3% |
| 3Y | +782.3% | -43.4% | +825.7% | +786.6% |
| 5Y | +191.7% | -87.8% | +279.4% | +182.3% |
| 10Y | +57.6% | -86.7% | +144.4% | +49.5% |
| All | +93.3% | -68.9% | +162.2% | +156.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling