+347.3%
AHR vs TMF
-42.4%
+389.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +4.0% | +1.0% |
| 7D | -3.0% | -4.8% | +1.7% | -2.4% |
| 30D | +2.6% | -4.9% | +7.5% | +3.2% |
| 3M | +16.0% | -13.4% | +29.4% | +18.1% |
| 6M | +3.1% | -23.0% | +26.1% | +6.5% |
| YTD | +16.0% | -20.2% | +36.2% | +19.2% |
| 1Y | +28.0% | -26.5% | +54.4% | +32.5% |
| All | +347.3% | -42.4% | +389.7% | +356.9% |
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 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