+513.8%
AU vs TMF
-32.2%
+546.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | -7.2% | -9.3% | +2.1% | -4.9% |
| 30D | -2.9% | +1.9% | -4.8% | -3.4% |
| 3M | -8.7% | -11.2% | +2.6% | -6.0% |
| 6M | -14.1% | -17.7% | +3.6% | -10.0% |
| YTD | +4.8% | -24.5% | +29.2% | +11.7% |
| 1Y | +11.9% | -29.4% | +41.3% | +20.8% |
| 3Y | +513.8% | -33.4% | +547.2% | +490.4% |
| All | +513.8% | -32.2% | +546.1% | +490.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling