+47.7%
CI vs TMF
-88.0%
+135.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.3% |
| 3M | +7.3% | -2.1% | +9.4% | +7.2% |
| 6M | +5.3% | -13.4% | +18.8% | +5.3% |
| YTD | +8.5% | -16.7% | +25.2% | +8.5% |
| 1Y | +17.1% | -23.3% | +40.5% | +17.2% |
| 3Y | +1.4% | -24.8% | +26.2% | +1.7% |
| All | +47.7% | -88.0% | +135.7% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling