+109.0%
CTVA vs TMF
-87.5%
+196.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | +4.9% | -1.4% | +6.4% | +5.0% |
| 30D | +11.9% | -2.8% | +14.8% | +12.0% |
| 3M | +13.7% | -10.9% | +24.6% | +13.8% |
| 6M | +13.1% | -21.3% | +34.5% | +13.4% |
| YTD | +32.0% | -15.9% | +47.8% | +32.1% |
| 1Y | +22.1% | -15.7% | +37.8% | +22.2% |
| 3Y | +77.5% | -43.4% | +120.8% | +77.4% |
| All | +109.0% | -87.5% | +196.5% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling