+887.2%
ASX vs TMF
-82.2%
+969.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.9% | +7.1% | +3.1% |
| 7D | -9.1% | -1.1% | -8.1% | -9.2% |
| 30D | -23.6% | +11.8% | -35.4% | -23.2% |
| 3M | -5.6% | -4.0% | -1.6% | -5.6% |
| 6M | +4.7% | -16.5% | +21.2% | +4.1% |
| YTD | +122.6% | -19.9% | +142.5% | +120.8% |
| 1Y | +133.0% | -25.6% | +158.6% | +130.3% |
| 3Y | +367.1% | -29.9% | +397.0% | +364.1% |
| 5Y | +504.7% | -88.2% | +593.0% | +417.1% |
| 10Y | +887.2% | -81.7% | +968.9% | +726.7% |
| All | +887.2% | -82.2% | +969.4% | +726.7% |
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 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