+66.3%
AA vs TMF
-84.4%
+150.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +0.9% | +1.2% | -0.3% | +1.1% |
| 30D | -6.7% | +19.7% | -26.4% | -3.7% |
| 3M | -16.3% | -2.1% | -14.2% | -16.5% |
| 6M | -37.1% | -13.4% | -23.7% | -38.6% |
| YTD | -25.0% | -16.7% | -8.3% | -27.2% |
| 1Y | +8.6% | -23.3% | +31.9% | +3.9% |
| 3Y | +57.2% | -24.8% | +82.1% | +54.2% |
| 5Y | -13.0% | -88.0% | +75.0% | -52.8% |
| All | +66.3% | -84.4% | +150.7% | +26.6% |
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