+100.8%
AA vs TMF
-69.1%
+169.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.6% | -5.9% | -5.2% |
| 7D | -3.7% | +2.7% | -6.4% | -3.1% |
| 30D | -10.8% | +19.3% | -30.1% | -7.0% |
| 3M | -19.1% | -3.7% | -15.4% | -19.6% |
| 6M | -38.7% | -11.3% | -27.4% | -40.3% |
| YTD | -27.1% | -16.6% | -10.5% | -29.9% |
| 1Y | +8.3% | -21.1% | +29.5% | +2.9% |
| 3Y | +49.6% | -26.8% | +76.4% | +43.3% |
| 5Y | -15.5% | -88.0% | +72.5% | -51.7% |
| 10Y | +60.9% | -84.7% | +145.6% | +21.5% |
| All | +100.8% | -69.1% | +169.9% | +156.0% |
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