+414.3%
ASX vs TMF
-87.8%
+502.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +0.6% | -21.3% | -20.8% |
| 7D | -33.3% | +2.7% | -36.0% | -33.3% |
| 30D | -36.5% | +19.3% | -55.8% | -36.8% |
| 3M | -19.2% | -3.7% | -15.5% | -19.1% |
| 6M | -10.2% | -11.3% | +1.1% | -9.9% |
| YTD | +86.5% | -16.6% | +103.1% | +87.2% |
| 1Y | +89.6% | -21.1% | +110.8% | +90.4% |
| 3Y | +298.6% | -26.8% | +325.4% | +298.6% |
| 5Y | +414.3% | -88.0% | +502.3% | +359.9% |
| All | +414.3% | -87.8% | +502.1% | +359.9% |
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