+133.7%
AS vs TMF
-45.3%
+179.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.8% | -2.4% |
| 7D | +7.1% | +2.7% | +4.4% | +6.6% |
| 30D | +12.8% | +19.3% | -6.5% | +9.1% |
| 3M | -14.7% | -3.7% | -11.1% | -14.3% |
| 6M | -9.9% | -11.3% | +1.4% | -8.1% |
| YTD | -16.1% | -16.6% | +0.5% | -13.8% |
| 1Y | +0.2% | -21.1% | +21.3% | +3.7% |
| All | +133.7% | -45.3% | +179.0% | +147.7% |
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