+34.8%
CNH vs TMF
-69.5%
+104.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +2.9% | +2.7% |
| 7D | -1.7% | +1.2% | -2.9% | -1.5% |
| 30D | -7.2% | +19.7% | -27.0% | -5.0% |
| 3M | +6.5% | -2.1% | +8.6% | +6.4% |
| 6M | +7.9% | -13.4% | +21.3% | +5.8% |
| YTD | +26.6% | -16.7% | +43.3% | +23.6% |
| 1Y | +13.8% | -23.3% | +37.1% | +9.7% |
| 3Y | +9.2% | -24.8% | +34.0% | +7.5% |
| 5Y | -15.6% | -88.0% | +72.5% | -42.4% |
| 10Y | +119.2% | -84.7% | +203.9% | +78.1% |
| All | +34.8% | -69.5% | +104.3% | +25.8% |
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