-30.6%
AR vs TMF
-68.0%
+37.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.9% |
| 7D | -14.3% | +1.2% | -15.5% | -14.0% |
| 30D | +1.4% | +19.7% | -18.3% | +5.1% |
| 3M | +3.4% | -2.1% | +5.5% | +3.3% |
| 6M | -2.1% | -13.4% | +11.4% | -4.1% |
| YTD | +4.7% | -16.7% | +21.4% | +2.2% |
| 1Y | +10.6% | -23.3% | +33.9% | +6.3% |
| 3Y | +24.6% | -24.8% | +49.4% | +23.3% |
| 5Y | +71.9% | -88.0% | +159.9% | +12.4% |
| 10Y | +46.4% | -84.7% | +131.1% | +14.3% |
| All | -30.6% | -68.0% | +37.4% | -35.4% |
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