+160.5%
AA vs TMF
-68.9%
+229.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.0% |
| 7D | -0.7% | -1.4% | +0.7% | -1.0% |
| 30D | +5.0% | -2.8% | +7.8% | +4.4% |
| 3M | -35.8% | -10.9% | -24.9% | -37.5% |
| 6M | -18.4% | -21.3% | +2.9% | -22.8% |
| YTD | -5.5% | -15.9% | +10.4% | -8.9% |
| 1Y | +61.0% | -15.7% | +76.7% | +55.3% |
| 3Y | +66.2% | -43.4% | +109.6% | +48.1% |
| 5Y | +11.4% | -87.8% | +99.1% | -35.7% |
| 10Y | +116.9% | -86.7% | +203.6% | +56.8% |
| All | +160.5% | -68.9% | +229.3% | +232.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling