+1,551.8%
ALL vs TMF
-69.1%
+1,620.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.8% |
| 7D | +4.2% | +2.7% | +1.5% | +4.6% |
| 30D | +18.9% | +19.3% | -0.4% | +21.6% |
| 3M | +1.2% | -3.7% | +4.9% | +0.8% |
| 6M | +23.2% | -11.3% | +34.5% | +21.6% |
| YTD | +30.0% | -16.6% | +46.6% | +27.4% |
| 1Y | +39.6% | -21.1% | +60.7% | +35.9% |
| 3Y | +115.2% | -26.8% | +142.1% | +111.6% |
| 5Y | +156.2% | -88.0% | +244.3% | +95.4% |
| 10Y | +398.0% | -84.7% | +482.7% | +330.5% |
| All | +1,551.8% | -69.1% | +1,620.9% | +1,615.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling