-67.5%
CPNG vs TMF
-86.0%
+18.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -6.2% | -3.4% | -2.9% | -5.8% |
| 30D | +4.6% | +11.5% | -6.9% | +3.1% |
| 3M | -3.1% | -4.5% | +1.4% | -2.6% |
| 6M | -0.9% | -15.0% | +14.1% | +1.1% |
| YTD | -32.2% | -19.9% | -12.4% | -30.5% |
| 1Y | -44.2% | -26.6% | -17.6% | -42.2% |
| 3Y | +4.4% | -29.8% | +34.2% | +6.9% |
| 5Y | -45.2% | -88.2% | +43.0% | -42.1% |
| All | -67.5% | -86.0% | +18.5% | -68.6% |
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