+222.5%
CP vs TMF
-86.8%
+309.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.4% |
| 7D | -2.7% | -1.4% | -1.2% | -2.8% |
| 30D | +0.2% | -2.8% | +3.0% | 0.0% |
| 3M | +2.6% | -10.9% | +13.5% | +1.9% |
| 6M | +6.0% | -21.3% | +27.3% | +4.4% |
| YTD | +24.9% | -15.9% | +40.8% | +23.7% |
| 1Y | +20.1% | -15.7% | +35.8% | +19.0% |
| 3Y | +16.4% | -43.4% | +59.7% | +12.6% |
| 5Y | +31.7% | -87.8% | +119.5% | +2.6% |
| All | +222.5% | -86.8% | +309.3% | +192.8% |
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 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