+748.4%
ASX vs TMF
-84.4%
+832.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.2% | +6.6% | +6.4% |
| 7D | -19.9% | +1.2% | -21.1% | -19.9% |
| 30D | -30.9% | +19.7% | -50.6% | -30.4% |
| 3M | -15.1% | -2.1% | -13.0% | -15.0% |
| 6M | -6.5% | -13.4% | +7.0% | -6.9% |
| YTD | +98.4% | -16.7% | +115.2% | +97.3% |
| 1Y | +107.9% | -23.3% | +131.2% | +105.8% |
| 3Y | +325.3% | -24.8% | +350.1% | +324.3% |
| 5Y | +447.3% | -88.0% | +535.4% | +371.3% |
| All | +748.4% | -84.4% | +832.8% | +637.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling