-66.8%
CPNG vs TMF
-86.0%
+19.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.3% | 0.0% |
| 7D | +7.2% | -1.1% | +8.3% | +7.4% |
| 30D | +3.2% | +11.8% | -8.6% | +1.7% |
| 3M | +0.9% | -4.0% | +4.9% | +1.4% |
| 6M | -3.8% | -16.5% | +12.7% | -1.7% |
| YTD | -30.8% | -19.9% | -10.9% | -29.0% |
| 1Y | -43.5% | -25.6% | -18.0% | -41.6% |
| 3Y | +6.6% | -29.9% | +36.5% | +9.1% |
| 5Y | -45.3% | -88.2% | +42.9% | -42.2% |
| All | -66.8% | -86.0% | +19.2% | -67.9% |
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