+107.5%
ALL vs TMF
-25.3%
+132.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.5% |
| 7D | -1.9% | +1.2% | -3.2% | -2.0% |
| 30D | +13.8% | +19.7% | -6.0% | +13.3% |
| 3M | -7.0% | -2.1% | -4.9% | -7.1% |
| 6M | +18.0% | -13.4% | +31.5% | +18.2% |
| YTD | +24.2% | -16.7% | +40.9% | +24.4% |
| 1Y | +31.2% | -23.3% | +54.5% | +31.6% |
| 3Y | +107.5% | -24.8% | +132.4% | +104.6% |
| All | +107.5% | -25.3% | +132.9% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling