+577.4%
CF vs TMF
-86.8%
+664.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.2% |
| 7D | +6.0% | -1.4% | +7.4% | +5.8% |
| 30D | +14.8% | -2.8% | +17.7% | +14.5% |
| 3M | +14.1% | -10.9% | +25.0% | +12.3% |
| 6M | +28.5% | -21.3% | +49.8% | +24.7% |
| YTD | +74.9% | -15.9% | +90.8% | +71.7% |
| 1Y | +61.7% | -15.7% | +77.4% | +59.0% |
| 3Y | +80.3% | -43.4% | +123.7% | +70.5% |
| 5Y | +226.0% | -87.8% | +313.7% | +130.5% |
| All | +577.4% | -86.8% | +664.2% | +528.5% |
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