-99.7%
CYCU vs TMF
-21.5%
-78.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.3% | +3.4% |
| 7D | +5.6% | +0.6% | +5.0% | +5.9% |
| 30D | -16.8% | +16.3% | -33.1% | -12.0% |
| 3M | -49.5% | -2.7% | -46.8% | -49.3% |
| 6M | -64.1% | -13.2% | -50.9% | -65.9% |
| YTD | -88.8% | -16.7% | -72.1% | -89.4% |
| 1Y | -86.9% | -22.7% | -64.2% | -88.0% |
| All | -99.7% | -21.5% | -78.1% | -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