-99.7%
CYCU vs TMF
-21.6%
-78.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.9% | +6.6% |
| 7D | -0.4% | +1.2% | -1.6% | +0.2% |
| 30D | -23.6% | +19.7% | -43.4% | -18.4% |
| 3M | -55.3% | -2.1% | -53.2% | -55.1% |
| 6M | -67.8% | -13.4% | -54.4% | -69.5% |
| YTD | -89.2% | -16.7% | -72.4% | -89.8% |
| 1Y | -87.3% | -23.3% | -64.0% | -88.4% |
| All | -99.7% | -21.6% | -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 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