+1,007.4%
CF vs TMF
-69.3%
+1,076.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.5% | -6.8% | -3.9% |
| 7D | -6.9% | +4.0% | -10.8% | -6.1% |
| 30D | -3.7% | +19.5% | -23.2% | -0.3% |
| 3M | -5.0% | -3.5% | -1.4% | -5.4% |
| 6M | -10.5% | -10.6% | +0.1% | -11.8% |
| YTD | +46.5% | -17.1% | +63.6% | +43.0% |
| 1Y | +34.8% | -24.3% | +59.1% | +29.5% |
| 3Y | +46.7% | -27.2% | +73.9% | +44.1% |
| 5Y | +112.0% | -87.6% | +199.6% | +48.5% |
| 10Y | +529.7% | -84.8% | +614.5% | +425.0% |
| All | +1,007.4% | -69.3% | +1,076.7% | +1,268.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling