+140.6%
CNP vs TMF
-81.8%
+222.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | -0.2% |
| 7D | +2.5% | -8.2% | +10.6% | +2.4% |
| 30D | +4.0% | +5.3% | -1.3% | +4.1% |
| 3M | +1.6% | -8.5% | +10.1% | +1.5% |
| 6M | -1.7% | -17.2% | +15.5% | -1.9% |
| YTD | +8.6% | -23.4% | +32.0% | +8.3% |
| 1Y | +5.8% | -30.2% | +36.1% | +5.3% |
| 3Y | +63.0% | -32.9% | +95.9% | +62.8% |
| 5Y | +74.7% | -88.5% | +163.2% | +52.5% |
| All | +140.6% | -81.8% | +222.4% | +90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling