+809.9%
AU vs TMF
-81.8%
+891.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.4% | -0.3% | -3.7% |
| 7D | -1.1% | -8.2% | +7.1% | +1.1% |
| 30D | -4.4% | +5.3% | -9.8% | -5.8% |
| 3M | -10.0% | -8.5% | -1.5% | -8.1% |
| 6M | -14.5% | -17.2% | +2.7% | -10.4% |
| YTD | +6.4% | -23.4% | +29.8% | +13.6% |
| 1Y | +7.7% | -30.2% | +37.9% | +17.6% |
| 3Y | +514.1% | -32.9% | +547.1% | +551.4% |
| 5Y | +386.5% | -88.5% | +475.1% | +666.0% |
| All | +809.9% | -81.8% | +891.7% | +854.7% |
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