+30.5%
ALL vs TMF
-25.6%
+56.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.9% | +6.8% | +3.2% |
| 7D | -0.1% | -1.1% | +0.9% | -0.1% |
| 30D | +13.8% | +11.8% | +2.0% | +13.2% |
| 3M | -2.8% | -4.0% | +1.3% | -3.1% |
| 6M | +23.7% | -16.5% | +40.2% | +23.9% |
| YTD | +27.3% | -19.9% | +47.2% | +27.6% |
| 1Y | +30.5% | -25.6% | +56.1% | +32.1% |
| All | +30.5% | -25.6% | +56.1% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling