+105.2%
CNH vs TMF
-82.1%
+187.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.6% |
| 7D | +3.0% | -9.3% | +12.3% | +2.0% |
| 30D | -0.6% | +1.9% | -2.5% | -0.4% |
| 3M | +14.6% | -11.2% | +25.9% | +13.3% |
| 6M | +11.8% | -17.7% | +29.5% | +9.5% |
| YTD | +30.4% | -24.5% | +54.9% | +26.5% |
| 1Y | +19.1% | -29.4% | +48.5% | +14.6% |
| 3Y | +30.2% | -33.4% | +63.6% | +26.8% |
| 5Y | -17.8% | -88.7% | +70.9% | -44.1% |
| All | +105.2% | -82.1% | +187.3% | +70.2% |
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 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