-95.2%
AAOX vs TMF
-14.9%
-80.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -3.9% | -11.0% | -17.5% |
| 7D | -48.3% | -1.1% | -47.2% | -48.4% |
| 30D | -84.3% | +11.8% | -96.2% | -83.5% |
| 3M | -91.4% | -4.0% | -87.4% | -90.7% |
| 6M | -96.3% | -16.5% | -79.8% | -95.7% |
| All | -95.2% | -14.9% | -80.3% | -94.3% |
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