-13.7%
TMF vs CAI
-7.1%
-6.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.4% |
| 7D | -1.4% | -2.2% | +0.7% | -1.3% |
| 30D | -2.8% | +52.4% | -55.2% | -4.4% |
| 3M | -10.9% | +45.1% | -56.0% | -12.2% |
| 6M | -21.3% | +26.2% | -47.6% | -22.6% |
| YTD | -15.9% | -7.1% | -8.8% | -17.4% |
| 1Y | -15.7% | -31.0% | +15.3% | -17.5% |
| All | -13.7% | -7.1% | -6.6% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling