+471.5%
CF vs TMF
-82.1%
+553.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | -0.1% |
| 7D | +4.8% | -9.3% | +14.0% | +3.1% |
| 30D | +4.7% | +1.9% | +2.8% | +5.1% |
| 3M | +7.4% | -11.2% | +18.6% | +5.5% |
| 6M | +0.6% | -17.7% | +18.3% | -2.1% |
| YTD | +64.1% | -24.5% | +88.6% | +58.3% |
| 1Y | +51.4% | -29.4% | +80.8% | +44.7% |
| 3Y | +67.8% | -33.4% | +101.2% | +63.3% |
| 5Y | +114.1% | -88.7% | +202.8% | +48.3% |
| All | +471.5% | -82.1% | +553.5% | +399.0% |
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 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