+8.7%
AA vs TMF
-22.6%
+31.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.8% |
| 7D | +4.8% | +0.6% | +4.2% | +4.7% |
| 30D | -0.6% | +16.3% | -17.0% | -3.9% |
| 3M | -16.3% | -2.7% | -13.6% | -15.4% |
| 6M | -33.4% | -13.2% | -20.2% | -31.5% |
| YTD | -20.7% | -16.7% | -4.0% | -20.5% |
| All | +8.7% | -22.6% | +31.2% | +15.2% |
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