-17.4%
CNH vs TMF
-88.7%
+71.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.4% | +0.3% | -4.0% |
| 7D | +6.4% | -8.2% | +14.6% | +6.7% |
| 30D | -1.6% | +5.3% | -7.0% | -1.7% |
| 3M | +11.6% | -8.5% | +20.0% | +11.8% |
| 6M | +12.5% | -17.2% | +29.7% | +13.0% |
| YTD | +31.1% | -23.4% | +54.5% | +31.8% |
| 1Y | +17.0% | -30.2% | +47.2% | +17.7% |
| 3Y | +28.7% | -32.9% | +61.7% | +30.1% |
| 5Y | -17.4% | -88.5% | +71.1% | -34.5% |
| All | -17.4% | -88.7% | +71.3% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling