+702.7%
AU vs TMF
-86.0%
+788.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.1% |
| 7D | +0.6% | -0.9% | +1.5% | +0.9% |
| 30D | +12.3% | -1.0% | +13.3% | +12.5% |
| 3M | +29.4% | -11.3% | +40.6% | +33.2% |
| 6M | +3.2% | -22.7% | +25.9% | +10.3% |
| YTD | +31.8% | -17.3% | +49.2% | +38.2% |
| 1Y | +83.4% | -22.5% | +105.9% | +94.9% |
| 3Y | +623.1% | -43.2% | +666.3% | +696.3% |
| 5Y | +700.5% | -88.3% | +788.8% | +1,158.5% |
| All | +702.7% | -86.0% | +788.6% | +919.3% |
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