+19.4%
A vs TMF
-22.9%
+42.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -0.1% | +1.2% | -1.3% | -0.4% |
| 30D | +3.4% | +19.7% | -16.4% | -1.9% |
| 3M | +23.8% | -2.1% | +25.9% | +24.9% |
| 6M | +49.0% | -13.4% | +62.4% | +56.3% |
| YTD | +29.4% | -16.7% | +46.1% | +36.3% |
| 1Y | +19.4% | -23.3% | +42.7% | +33.0% |
| All | +19.4% | -22.9% | +42.2% | +33.0% |
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 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