+10.3%
CNH vs TMF
-42.2%
+52.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.7% | +4.0% |
| 7D | +23.3% | -1.4% | +24.7% | +23.5% |
| 30D | +33.5% | -2.8% | +36.3% | +33.8% |
| 3M | +32.7% | -10.9% | +43.6% | +34.6% |
| 6M | +22.2% | -21.3% | +43.5% | +25.4% |
| YTD | +57.7% | -15.9% | +73.6% | +60.7% |
| 1Y | +28.0% | -15.7% | +43.7% | +30.2% |
| All | +10.3% | -42.2% | +52.5% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling