+246.4%
A vs TMF
-87.2%
+333.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -1.9% | -1.4% | -0.5% | -2.0% |
| 30D | +6.9% | -2.8% | +9.7% | +6.8% |
| 3M | +9.2% | -10.9% | +20.1% | +9.0% |
| 6M | +25.7% | -21.3% | +47.0% | +25.0% |
| YTD | +11.5% | -15.9% | +27.4% | +11.1% |
| 1Y | +18.4% | -15.7% | +34.1% | +18.0% |
| 3Y | +26.6% | -43.4% | +70.0% | +24.4% |
| 5Y | -12.8% | -87.8% | +74.9% | -26.5% |
| All | +246.4% | -87.2% | +333.6% | +236.0% |
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