+12.4%
AA vs TMF
-87.5%
+99.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | -0.7% | -1.4% | +0.7% | -0.6% |
| 30D | +5.0% | -2.8% | +7.8% | +5.1% |
| 3M | -35.8% | -10.9% | -24.9% | -35.5% |
| 6M | -18.4% | -21.3% | +2.9% | -17.6% |
| YTD | -5.5% | -15.9% | +10.4% | -4.9% |
| 1Y | +61.0% | -15.7% | +76.7% | +61.9% |
| 3Y | +66.2% | -43.4% | +109.6% | +67.4% |
| All | +12.4% | -87.5% | +99.9% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling