+44.6%
AU vs TMF
-23.9%
+68.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.5% | +5.5% | +6.7% |
| 7D | +0.8% | +4.0% | -3.2% | -1.2% |
| 30D | -7.0% | +19.5% | -26.4% | -16.2% |
| 3M | +8.5% | -3.5% | +12.1% | +11.0% |
| 6M | -1.3% | -10.6% | +9.3% | +5.3% |
| YTD | +6.8% | -17.1% | +23.8% | +17.8% |
| 1Y | +44.6% | -24.3% | +68.9% | +68.1% |
| All | +44.6% | -23.9% | +68.5% | +68.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling