+256.9%
CP vs TMF
-81.8%
+338.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | -3.4% | +2.7% | -0.9% |
| 30D | +9.6% | +11.5% | -1.9% | +10.4% |
| 3M | +2.2% | -4.5% | +6.7% | +2.0% |
| 6M | +11.1% | -15.0% | +26.1% | +10.0% |
| YTD | +28.2% | -19.9% | +48.0% | +26.4% |
| 1Y | +32.2% | -26.6% | +58.7% | +29.5% |
| 3Y | +35.5% | -29.8% | +65.3% | +34.2% |
| 5Y | +26.8% | -88.2% | +115.0% | -2.9% |
| 10Y | +256.9% | -81.4% | +338.3% | +203.9% |
| All | +256.9% | -81.8% | +338.7% | +203.9% |
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 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