+73.0%
CF vs TMF
-42.2%
+115.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.2% |
| 7D | +6.0% | -1.4% | +7.4% | +5.9% |
| 30D | +14.8% | -2.8% | +17.7% | +14.6% |
| 3M | +14.1% | -10.9% | +25.0% | +13.1% |
| 6M | +28.5% | -21.3% | +49.8% | +27.1% |
| YTD | +74.9% | -15.9% | +90.8% | +73.3% |
| 1Y | +61.7% | -15.7% | +77.4% | +60.1% |
| All | +73.0% | -42.2% | +115.2% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling