+299.6%
ASX vs TMF
-25.2%
+324.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +0.6% | -21.3% | -20.8% |
| 7D | -33.3% | +2.7% | -36.0% | -33.4% |
| 30D | -36.5% | +19.3% | -55.8% | -37.1% |
| 3M | -19.2% | -3.7% | -15.5% | -18.9% |
| 6M | -10.2% | -11.3% | +1.1% | -9.5% |
| YTD | +86.5% | -16.6% | +103.1% | +88.1% |
| 1Y | +89.6% | -21.1% | +110.8% | +91.3% |
| All | +299.6% | -25.2% | +324.8% | +284.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling