+368.4%
ALL vs TMF
-82.2%
+450.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.9% | +6.8% | +2.6% |
| 7D | -0.1% | -1.1% | +0.9% | -0.2% |
| 30D | +13.8% | +11.8% | +2.0% | +14.8% |
| 3M | -2.8% | -4.0% | +1.3% | -3.1% |
| 6M | +23.7% | -16.5% | +40.2% | +22.1% |
| YTD | +27.3% | -19.9% | +47.2% | +25.4% |
| 1Y | +30.5% | -25.6% | +56.1% | +27.9% |
| 3Y | +113.0% | -29.9% | +142.9% | +110.3% |
| 5Y | +157.6% | -88.2% | +245.8% | +107.2% |
| 10Y | +368.4% | -81.7% | +450.1% | +316.7% |
| All | +368.4% | -82.2% | +450.6% | +316.7% |
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