+27.2%
CDE vs TMF
-72.0%
+99.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.9% | -2.2% |
| 7D | -9.6% | -9.3% | -0.4% | -9.4% |
| 30D | -6.7% | +1.9% | -8.6% | -6.7% |
| 3M | -24.2% | -11.2% | -13.0% | -24.0% |
| 6M | -29.1% | -17.7% | -11.4% | -28.7% |
| YTD | -21.5% | -24.5% | +2.9% | -21.0% |
| 1Y | -7.4% | -29.4% | +22.1% | -6.7% |
| 3Y | +596.3% | -33.4% | +629.7% | +602.1% |
| 5Y | +95.7% | -88.7% | +184.5% | +90.0% |
| 10Y | +53.0% | -82.5% | +135.4% | +51.5% |
| All | +27.2% | -72.0% | +99.3% | +69.0% |
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