+150.3%
CI vs TMF
-82.2%
+232.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.4% | +2.2% |
| 7D | +2.6% | -1.1% | +3.7% | +2.5% |
| 30D | +7.3% | +11.8% | -4.5% | +8.5% |
| 3M | +9.5% | -4.0% | +13.5% | +9.1% |
| 6M | +6.4% | -16.5% | +23.0% | +4.7% |
| YTD | +12.0% | -19.9% | +31.9% | +9.9% |
| 1Y | +20.1% | -25.6% | +45.7% | +17.0% |
| 3Y | +9.6% | -29.9% | +39.4% | +7.9% |
| 5Y | +52.7% | -88.2% | +141.0% | +13.6% |
| 10Y | +150.3% | -81.7% | +232.0% | +113.5% |
| All | +150.3% | -82.2% | +232.5% | +113.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling