+5,537.2%
ANET vs TMF
-74.5%
+5,611.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.3% |
| 7D | -0.8% | -1.4% | +0.6% | -1.0% |
| 30D | -1.8% | -2.8% | +1.0% | -2.1% |
| 3M | +16.7% | -10.9% | +27.6% | +15.0% |
| 6M | +43.7% | -21.3% | +65.0% | +39.1% |
| YTD | +47.9% | -15.9% | +63.8% | +44.6% |
| 1Y | +37.3% | -15.7% | +53.0% | +34.4% |
| 3Y | +292.7% | -43.4% | +336.1% | +273.7% |
| 5Y | +753.8% | -87.8% | +841.6% | +532.9% |
| 10Y | +3,730.1% | -86.7% | +3,816.9% | +3,129.4% |
| All | +5,537.2% | -74.5% | +5,611.8% | +6,597.3% |
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