+82.6%
AAPL vs TMF
-41.6%
+124.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.5% |
| 7D | +0.1% | -1.4% | +1.5% | +0.2% |
| 30D | +3.0% | -2.8% | +5.8% | +3.2% |
| 3M | +2.9% | -10.9% | +13.8% | +3.6% |
| 6M | +22.1% | -21.3% | +43.4% | +23.8% |
| YTD | +18.0% | -15.9% | +33.9% | +19.1% |
| 1Y | +33.9% | -15.7% | +49.7% | +35.0% |
| All | +82.6% | -41.6% | +124.3% | +81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling