+54.5%
AR vs TMF
-82.2%
+136.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.8% | +8.1% | +3.6% |
| 7D | -5.8% | -1.1% | -4.7% | -5.9% |
| 30D | +4.8% | +11.8% | -7.0% | +7.2% |
| 3M | +1.5% | -4.0% | +5.6% | +1.0% |
| 6M | +4.7% | -16.5% | +21.2% | +1.9% |
| YTD | +9.2% | -19.9% | +29.1% | +5.8% |
| 1Y | +11.2% | -25.6% | +36.7% | +6.4% |
| 3Y | +46.2% | -29.9% | +76.1% | +42.7% |
| 5Y | +98.1% | -88.2% | +186.3% | +23.5% |
| 10Y | +54.5% | -81.7% | +136.3% | +21.3% |
| All | +54.5% | -82.2% | +136.8% | +21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling