+313.1%
A vs TMF
-84.4%
+397.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -0.1% | +1.2% | -1.3% | 0.0% |
| 30D | +3.4% | +19.7% | -16.4% | +3.7% |
| 3M | +23.8% | -2.1% | +25.9% | +23.8% |
| 6M | +49.0% | -13.4% | +62.4% | +48.6% |
| YTD | +29.4% | -16.7% | +46.1% | +28.9% |
| 1Y | +19.4% | -23.3% | +42.7% | +18.7% |
| 3Y | +66.2% | -24.8% | +91.0% | +66.4% |
| 5Y | +15.8% | -88.0% | +103.8% | -3.4% |
| All | +313.1% | -84.4% | +397.5% | +285.3% |
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