+142.8%
CI vs TMF
-82.1%
+224.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.1% |
| 7D | +1.2% | -9.3% | +10.4% | +0.3% |
| 30D | +2.6% | +1.9% | +0.6% | +2.8% |
| 3M | +7.4% | -11.2% | +18.7% | +6.3% |
| 6M | -0.1% | -17.7% | +17.6% | -1.8% |
| YTD | +9.7% | -24.5% | +34.2% | +7.1% |
| 1Y | +12.1% | -29.4% | +41.6% | +8.7% |
| 3Y | +7.0% | -33.4% | +40.4% | +4.9% |
| 5Y | +49.7% | -88.7% | +138.4% | +11.2% |
| All | +142.8% | -82.1% | +224.9% | +105.6% |
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 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