+67.6%
AA vs TMF
-30.8%
+98.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.9% | -0.5% | -3.9% |
| 7D | +1.2% | -1.1% | +2.3% | +1.4% |
| 30D | -5.0% | +11.8% | -16.8% | -6.3% |
| 3M | -22.2% | -4.0% | -18.2% | -21.9% |
| 6M | -36.3% | -16.5% | -19.8% | -35.1% |
| YTD | -24.2% | -19.9% | -4.3% | -22.6% |
| 1Y | +3.9% | -25.6% | +29.4% | +6.8% |
| 3Y | +67.6% | -29.9% | +97.4% | +76.7% |
| All | +67.6% | -30.8% | +98.3% | +76.7% |
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