+366.5%
ALL vs TMF
-86.8%
+453.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | 0.0% | -1.4% | +1.5% | -0.1% |
| 30D | -1.5% | -2.8% | +1.3% | -1.7% |
| 3M | +23.6% | -10.9% | +34.5% | +22.6% |
| 6M | +22.3% | -21.3% | +43.7% | +20.3% |
| YTD | +26.5% | -15.9% | +42.4% | +25.1% |
| 1Y | +27.0% | -15.7% | +42.7% | +25.7% |
| 3Y | +149.6% | -43.4% | +192.9% | +141.0% |
| 5Y | +118.1% | -87.8% | +205.8% | +77.4% |
| All | +366.5% | -86.8% | +453.3% | +327.3% |
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