+392.4%
AHR vs TMF
-42.1%
+434.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | +5.1% | -3.4% | +8.4% | +5.5% |
| 30D | +12.8% | +11.5% | +1.3% | +11.1% |
| 3M | +13.0% | -4.5% | +17.5% | +13.4% |
| 6M | +18.7% | -15.0% | +33.7% | +20.9% |
| YTD | +27.8% | -19.9% | +47.6% | +31.0% |
| 1Y | +22.9% | -26.6% | +49.5% | +27.4% |
| All | +392.4% | -42.1% | +434.6% | +402.0% |
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