+45.7%
CNH vs TMF
-70.6%
+116.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +6.7% | -3.4% | +10.0% | +6.2% |
| 30D | +7.2% | +11.5% | -4.3% | +8.8% |
| 3M | +17.5% | -4.5% | +22.0% | +16.9% |
| 6M | +15.0% | -15.0% | +29.9% | +12.5% |
| YTD | +36.8% | -19.9% | +56.6% | +32.9% |
| 1Y | +27.6% | -26.6% | +54.2% | +22.4% |
| 3Y | +34.3% | -29.8% | +64.2% | +30.6% |
| 5Y | -12.2% | -88.2% | +76.0% | -40.1% |
| 10Y | +113.9% | -81.4% | +195.2% | +81.6% |
| All | +45.7% | -70.6% | +116.3% | +35.3% |
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