+363.8%
ALL vs TMF
-83.0%
+446.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.9% | +0.6% | -4.5% | -3.8% |
| 30D | +10.6% | +16.3% | -5.7% | +11.9% |
| 3M | -4.6% | -2.7% | -1.9% | -4.8% |
| 6M | +20.2% | -13.2% | +33.4% | +19.0% |
| YTD | +23.7% | -16.7% | +40.4% | +22.2% |
| 1Y | +27.9% | -22.7% | +50.6% | +25.6% |
| 3Y | +109.2% | -26.1% | +135.2% | +107.4% |
| 5Y | +148.0% | -88.4% | +236.4% | +98.2% |
| 10Y | +363.8% | -81.8% | +445.6% | +311.3% |
| All | +363.8% | -83.0% | +446.8% | +311.3% |
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