-15.6%
AA vs TMF
-88.3%
+72.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.6% |
| 7D | +1.1% | -3.4% | +4.5% | +1.3% |
| 30D | -1.3% | +11.5% | -12.8% | -1.9% |
| 3M | -23.9% | -4.5% | -19.4% | -23.7% |
| 6M | -36.8% | -15.0% | -21.8% | -36.3% |
| YTD | -22.2% | -19.9% | -2.3% | -21.4% |
| 1Y | +10.4% | -26.6% | +36.9% | +11.9% |
| 3Y | +72.0% | -29.8% | +101.8% | +74.5% |
| 5Y | -15.6% | -88.2% | +72.6% | -27.1% |
| All | -15.6% | -88.3% | +72.7% | -27.1% |
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