-99.7%
CYCU vs TMF
-27.9%
-71.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.4% | -6.0% | -12.0% |
| 7D | -0.9% | -8.2% | +7.3% | -4.0% |
| 30D | -20.1% | +5.3% | -25.5% | -18.5% |
| 3M | -55.2% | -8.5% | -46.8% | -56.2% |
| 6M | -69.9% | -17.2% | -52.8% | -71.8% |
| YTD | -89.9% | -23.4% | -66.5% | -90.8% |
| 1Y | -91.1% | -30.2% | -60.9% | -92.1% |
| All | -99.7% | -27.9% | -71.8% | -99.7% |
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