+1.4%
CI vs TMF
-25.3%
+26.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.5% | -2.6% |
| 7D | -1.6% | +1.2% | -2.8% | -1.6% |
| 30D | +5.4% | +19.7% | -14.3% | +4.5% |
| 3M | +7.3% | -2.1% | +9.4% | +7.2% |
| 6M | +5.3% | -13.4% | +18.8% | +5.8% |
| YTD | +8.5% | -16.7% | +25.2% | +9.1% |
| 1Y | +17.1% | -23.3% | +40.5% | +18.3% |
| 3Y | +1.4% | -24.8% | +26.2% | +1.9% |
| All | +1.4% | -25.3% | +26.7% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling