-70.2%
CPNG vs TMF
-86.1%
+15.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.2% |
| 7D | -5.4% | -4.8% | -0.6% | -4.8% |
| 30D | -11.1% | -4.9% | -6.2% | -10.5% |
| 3M | -3.0% | -13.4% | +10.4% | -1.2% |
| 6M | -23.5% | -23.0% | -0.5% | -21.1% |
| YTD | -37.8% | -20.2% | -17.6% | -36.2% |
| 1Y | -54.3% | -26.5% | -27.9% | -52.7% |
| 3Y | -20.8% | -45.2% | +24.4% | -17.0% |
| 5Y | -51.1% | -88.4% | +37.3% | -48.1% |
| All | -70.2% | -86.1% | +15.8% | -71.2% |
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