+412.0%
AU vs TMF
-88.3%
+500.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | +4.7% | -3.4% | +8.0% | +5.5% |
| 30D | -1.5% | +11.5% | -13.0% | -4.2% |
| 3M | -5.0% | -4.5% | -0.5% | -4.1% |
| 6M | -13.5% | -15.0% | +1.5% | -10.2% |
| YTD | +11.7% | -19.9% | +31.6% | +17.4% |
| 1Y | +21.3% | -26.6% | +47.9% | +29.9% |
| 3Y | +545.0% | -29.8% | +574.8% | +573.7% |
| 5Y | +412.0% | -88.2% | +500.1% | +659.4% |
| All | +412.0% | -88.3% | +500.3% | +659.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling