+68.0%
CNH vs TMF
-69.1%
+137.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.7% | +4.1% |
| 7D | +23.3% | -1.4% | +24.7% | +23.1% |
| 30D | +33.5% | -2.8% | +36.3% | +33.0% |
| 3M | +32.7% | -10.9% | +43.6% | +30.7% |
| 6M | +22.2% | -21.3% | +43.5% | +18.2% |
| YTD | +57.7% | -15.9% | +73.6% | +54.1% |
| 1Y | +28.0% | -15.7% | +43.7% | +25.3% |
| 3Y | +11.5% | -43.4% | +54.9% | +4.2% |
| 5Y | +11.9% | -87.8% | +99.6% | -23.0% |
| 10Y | +162.8% | -86.7% | +249.5% | +106.9% |
| All | +68.0% | -69.1% | +137.1% | +56.9% |
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 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