+122.4%
CF vs TMF
-87.8%
+210.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +6.2% |
| 7D | +0.4% | +2.7% | -2.3% | +0.7% |
| 30D | +2.2% | +19.3% | -17.1% | +3.9% |
| 3M | +2.1% | -3.7% | +5.8% | +1.9% |
| 6M | -6.5% | -11.3% | +4.8% | -7.2% |
| YTD | +55.6% | -16.6% | +72.2% | +54.0% |
| 1Y | +42.3% | -21.1% | +63.4% | +40.4% |
| 3Y | +55.7% | -26.8% | +82.6% | +55.0% |
| 5Y | +122.4% | -88.0% | +210.5% | +84.5% |
| All | +122.4% | -87.8% | +210.3% | +84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling