-24.2%
AR vs TMF
-67.7%
+43.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.6% |
| 7D | +2.5% | -1.4% | +3.9% | +2.2% |
| 30D | +14.8% | -2.8% | +17.6% | +14.3% |
| 3M | +6.2% | -10.9% | +17.1% | +4.3% |
| 6M | +4.3% | -21.3% | +25.6% | +0.4% |
| YTD | +14.4% | -15.9% | +30.2% | +11.6% |
| 1Y | +21.3% | -15.7% | +37.1% | +18.7% |
| 3Y | +39.8% | -43.4% | +83.2% | +29.9% |
| 5Y | +142.1% | -87.8% | +229.8% | +59.9% |
| 10Y | +52.0% | -86.7% | +138.8% | +15.3% |
| All | -24.2% | -67.7% | +43.4% | -29.4% |
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