+106.3%
CNH vs TMF
-82.2%
+188.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.9% | -0.5% | -4.8% |
| 7D | +4.5% | -1.1% | +5.6% | +4.4% |
| 30D | +7.6% | +11.8% | -4.2% | +8.9% |
| 3M | +17.0% | -4.0% | +21.0% | +16.6% |
| 6M | +12.9% | -16.5% | +29.5% | +10.7% |
| YTD | +34.3% | -19.9% | +54.2% | +31.1% |
| 1Y | +28.5% | -25.6% | +54.1% | +24.4% |
| 3Y | +31.9% | -29.9% | +61.7% | +29.1% |
| 5Y | -9.6% | -88.2% | +78.6% | -38.4% |
| 10Y | +106.3% | -81.7% | +188.0% | +73.5% |
| All | +106.3% | -82.2% | +188.5% | +73.5% |
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 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