+668.3%
AU vs TMF
-86.4%
+754.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -3.4% |
| 7D | -7.0% | -4.8% | -2.2% | -5.8% |
| 30D | +7.3% | -4.9% | +12.2% | +8.7% |
| 3M | +33.2% | -13.4% | +46.6% | +38.1% |
| 6M | -0.6% | -23.0% | +22.4% | +6.4% |
| YTD | +26.2% | -20.2% | +46.3% | +33.5% |
| 1Y | +68.3% | -26.5% | +94.7% | +81.2% |
| 3Y | +592.1% | -45.2% | +637.3% | +669.2% |
| 5Y | +685.3% | -88.4% | +773.7% | +1,136.5% |
| All | +668.3% | -86.4% | +754.7% | +884.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling