+18.0%
CI vs TMF
-23.9%
+41.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +3.1% |
| 7D | +3.5% | +4.0% | -0.4% | +3.1% |
| 30D | +12.6% | +19.5% | -6.9% | +11.3% |
| 3M | +12.1% | -3.5% | +15.6% | +11.5% |
| 6M | +10.6% | -10.6% | +21.2% | +10.2% |
| YTD | +12.8% | -17.1% | +29.9% | +13.3% |
| 1Y | +18.0% | -24.3% | +42.3% | +20.6% |
| All | +18.0% | -23.9% | +41.9% | +20.6% |
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