+1,380.3%
CI vs TMF
-68.9%
+1,449.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | +1.3% | -1.4% | +2.7% | +1.1% |
| 30D | +4.4% | -2.8% | +7.3% | +4.1% |
| 3M | +0.7% | -10.9% | +11.6% | -0.8% |
| 6M | +0.3% | -21.3% | +21.7% | -2.6% |
| YTD | +3.8% | -15.9% | +19.7% | +1.8% |
| 1Y | -5.5% | -15.7% | +10.2% | -7.3% |
| 3Y | +8.1% | -43.4% | +51.5% | +2.3% |
| 5Y | +42.8% | -87.8% | +130.6% | +7.5% |
| 10Y | +143.9% | -86.7% | +230.6% | +103.0% |
| All | +1,380.3% | -68.9% | +1,449.1% | +1,216.9% |
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 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