-21.9%
AS vs TMF
-15.2%
-6.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | -4.9% | -1.4% | -3.5% | -4.5% |
| 30D | -19.6% | -2.8% | -16.8% | -18.9% |
| 3M | -14.4% | -10.9% | -3.5% | -11.7% |
| 6M | -20.1% | -21.3% | +1.2% | -17.7% |
| YTD | -20.9% | -15.9% | -5.1% | -17.7% |
| 1Y | -21.9% | -15.7% | -6.1% | -17.9% |
| All | -21.9% | -15.2% | -6.6% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling