+761.7%
ANET vs TMF
-88.5%
+850.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -2.2% |
| 7D | -1.3% | -4.8% | +3.5% | -1.5% |
| 30D | -4.5% | -4.9% | +0.4% | -4.6% |
| 3M | +24.5% | -13.4% | +37.9% | +23.9% |
| 6M | +35.4% | -23.0% | +58.4% | +34.0% |
| YTD | +44.2% | -20.2% | +64.4% | +43.1% |
| 1Y | +25.4% | -26.5% | +51.9% | +23.9% |
| 3Y | +284.8% | -45.2% | +329.9% | +279.2% |
| 5Y | +761.7% | -88.4% | +850.1% | +705.8% |
| All | +761.7% | -88.5% | +850.2% | +705.8% |
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