+1,326.9%
AAPL vs TMF
-81.8%
+1,408.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +2.0% | +2.0% |
| 7D | +1.8% | -3.4% | +5.1% | +1.6% |
| 30D | +4.3% | +11.5% | -7.2% | +4.9% |
| 3M | +16.6% | -4.5% | +21.1% | +16.4% |
| 6M | +21.6% | -15.0% | +36.6% | +20.6% |
| YTD | +31.2% | -19.9% | +51.0% | +29.8% |
| 1Y | +29.6% | -26.6% | +56.1% | +27.5% |
| 3Y | +93.1% | -29.8% | +122.9% | +91.6% |
| 5Y | +146.2% | -88.2% | +234.4% | +98.5% |
| 10Y | +1,326.9% | -81.4% | +1,408.3% | +1,202.3% |
| All | +1,326.9% | -81.8% | +1,408.6% | +1,202.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling