+24.0%
A vs TMF
-22.6%
+46.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +4.8% | +0.6% | +4.2% | +4.6% |
| 30D | +5.6% | +16.3% | -10.7% | +1.1% |
| 3M | +23.6% | -2.7% | +26.3% | +24.9% |
| 6M | +56.4% | -13.2% | +69.5% | +63.8% |
| YTD | +33.4% | -16.7% | +50.1% | +40.5% |
| All | +24.0% | -22.6% | +46.6% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling