+260.5%
CP vs TMF
-82.1%
+342.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.6% |
| 7D | +2.1% | -9.3% | +11.4% | +1.5% |
| 30D | +9.3% | +1.9% | +7.4% | +9.5% |
| 3M | +0.5% | -11.2% | +11.7% | -0.3% |
| 6M | +10.4% | -17.7% | +28.1% | +9.1% |
| YTD | +28.7% | -24.5% | +53.1% | +26.5% |
| 1Y | +33.2% | -29.4% | +62.6% | +30.2% |
| 3Y | +38.4% | -33.4% | +71.9% | +36.7% |
| 5Y | +26.2% | -88.7% | +114.9% | -3.4% |
| All | +260.5% | -82.1% | +342.6% | +206.5% |
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