+139.2%
AS vs TMF
-45.6%
+184.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.7% | +4.6% |
| 7D | +13.8% | +4.0% | +9.8% | +13.0% |
| 30D | +16.7% | +19.5% | -2.8% | +12.8% |
| 3M | -11.5% | -3.5% | -8.0% | -11.0% |
| 6M | -5.5% | -10.6% | +5.1% | -3.7% |
| YTD | -14.2% | -17.1% | +2.9% | -11.6% |
| 1Y | +2.1% | -24.3% | +26.3% | +6.3% |
| All | +139.2% | -45.6% | +184.7% | +153.8% |
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