+162.4%
ALL vs TMF
-88.6%
+251.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.3% |
| 7D | +5.0% | -9.3% | +14.3% | +4.9% |
| 30D | +13.3% | +1.9% | +11.4% | +13.4% |
| 3M | +3.2% | -11.2% | +14.4% | +3.0% |
| 6M | +25.3% | -17.7% | +43.1% | +25.0% |
| YTD | +30.5% | -24.5% | +54.9% | +30.0% |
| 1Y | +29.2% | -29.4% | +58.6% | +28.6% |
| 3Y | +119.1% | -33.4% | +152.5% | +118.3% |
| All | +162.4% | -88.6% | +251.0% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling