-22.5%
TMF vs CAI
-31.0%
+8.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.5% |
| 7D | -0.9% | -3.1% | +2.2% | -0.7% |
| 30D | -1.0% | +2.7% | -3.7% | -1.2% |
| 3M | -11.3% | +41.7% | -53.0% | -12.7% |
| 6M | -22.7% | +26.5% | -49.2% | -24.1% |
| YTD | -17.3% | -10.9% | -6.4% | -19.2% |
| 1Y | -22.5% | -29.2% | +6.7% | -24.8% |
| All | -22.5% | -31.0% | +8.5% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling