-65.3%
AAOX vs TMF
-10.7%
-54.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.1% | +11.3% | +11.2% |
| 7D | +15.2% | +1.0% | +14.2% | +15.3% |
| 30D | -40.3% | -1.8% | -38.5% | -39.0% |
| 3M | -81.2% | -8.2% | -72.9% | -80.2% |
| All | -65.3% | -10.7% | -54.6% | -61.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling