-14.8%
AA vs TMF
-88.0%
+73.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +0.9% | +1.2% | -0.3% | +0.8% |
| 30D | -6.7% | +19.7% | -26.4% | -7.6% |
| 3M | -16.3% | -2.1% | -14.2% | -16.3% |
| 6M | -37.1% | -13.4% | -23.7% | -36.7% |
| YTD | -25.0% | -16.7% | -8.3% | -24.5% |
| 1Y | +8.6% | -23.3% | +31.9% | +9.8% |
| 3Y | +57.2% | -24.8% | +82.1% | +59.1% |
| All | -14.8% | -88.0% | +73.2% | -26.7% |
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 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