+42.3%
CF vs TMF
-22.6%
+64.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +6.4% |
| 7D | +0.4% | +2.7% | -2.3% | +1.7% |
| 30D | +2.2% | +19.3% | -17.1% | +12.0% |
| 3M | +2.1% | -3.7% | +5.8% | -1.0% |
| 6M | -6.5% | -11.3% | +4.8% | -13.0% |
| YTD | +55.6% | -16.6% | +72.2% | +40.2% |
| 1Y | +42.3% | -21.1% | +63.4% | +25.6% |
| All | +42.3% | -22.6% | +64.9% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling