+1,488.4%
CI vs TMF
-69.1%
+1,557.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.2% |
| 7D | +1.0% | +2.7% | -1.7% | +1.4% |
| 30D | +9.9% | +19.3% | -9.4% | +12.4% |
| 3M | +12.1% | -3.7% | +15.7% | +11.6% |
| 6M | +10.6% | -11.3% | +21.9% | +9.0% |
| YTD | +11.4% | -16.6% | +28.0% | +9.1% |
| 1Y | +18.8% | -21.1% | +39.9% | +15.5% |
| 3Y | +2.9% | -26.8% | +29.7% | +1.0% |
| 5Y | +54.5% | -88.0% | +142.5% | +15.4% |
| 10Y | +175.7% | -84.7% | +260.4% | +135.2% |
| All | +1,488.4% | -69.1% | +1,557.5% | +1,311.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling