+219.9%
CTVA vs TMF
-83.7%
+303.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -1.5% |
| 7D | -5.8% | -0.9% | -4.9% | -5.9% |
| 30D | +11.1% | -1.0% | +12.0% | +11.0% |
| 3M | +13.2% | -11.3% | +24.5% | +11.9% |
| 6M | +8.7% | -22.7% | +31.4% | +5.9% |
| YTD | +27.3% | -17.3% | +44.6% | +25.0% |
| 1Y | +18.0% | -22.5% | +40.5% | +15.1% |
| 3Y | +76.5% | -43.2% | +119.7% | +68.0% |
| 5Y | +105.1% | -88.3% | +193.4% | +40.1% |
| All | +219.9% | -83.7% | +303.6% | +184.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling