+70.7%
AA vs TMF
-42.2%
+112.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -0.7% | -1.4% | +0.7% | -0.5% |
| 30D | +5.0% | -2.8% | +7.8% | +5.3% |
| 3M | -35.8% | -10.9% | -24.9% | -34.9% |
| 6M | -18.4% | -21.3% | +2.9% | -16.1% |
| YTD | -5.5% | -15.9% | +10.4% | -3.8% |
| 1Y | +61.0% | -15.7% | +76.7% | +63.6% |
| All | +70.7% | -42.2% | +112.9% | +99.8% |
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