+30.0%
A vs TMF
-42.2%
+72.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -1.9% | -1.4% | -0.5% | -1.7% |
| 30D | +6.9% | -2.8% | +9.7% | +7.3% |
| 3M | +9.2% | -10.9% | +20.1% | +10.8% |
| 6M | +25.7% | -21.3% | +47.0% | +29.4% |
| YTD | +11.5% | -15.9% | +27.4% | +13.8% |
| 1Y | +18.4% | -15.7% | +34.1% | +20.7% |
| All | +30.0% | -42.2% | +72.2% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling