+312.3%
A vs TMF
-81.8%
+394.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.1% | -3.4% | +3.2% | -0.2% |
| 30D | +3.3% | +11.5% | -8.2% | +3.5% |
| 3M | +18.5% | -4.5% | +23.1% | +18.5% |
| 6M | +59.3% | -15.0% | +74.3% | +58.8% |
| YTD | +31.0% | -19.9% | +50.9% | +30.5% |
| 1Y | +19.3% | -26.6% | +45.9% | +18.5% |
| 3Y | +66.8% | -29.8% | +96.6% | +66.5% |
| 5Y | +15.5% | -88.2% | +103.7% | -3.4% |
| 10Y | +312.3% | -81.4% | +393.7% | +284.7% |
| All | +312.3% | -81.8% | +394.1% | +284.7% |
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