+147.2%
AR vs TMF
-87.5%
+234.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +2.5% | -1.4% | +3.9% | +2.4% |
| 30D | +14.8% | -2.8% | +17.6% | +14.6% |
| 3M | +6.2% | -10.9% | +17.1% | +5.6% |
| 6M | +4.3% | -21.3% | +25.6% | +3.1% |
| YTD | +14.4% | -15.9% | +30.2% | +13.5% |
| 1Y | +21.3% | -15.7% | +37.1% | +20.5% |
| 3Y | +39.8% | -43.4% | +83.2% | +36.2% |
| All | +147.2% | -87.5% | +234.8% | +98.6% |
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