+348.4%
AU vs TMF
-68.9%
+417.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | -3.6% | -1.4% | -2.2% | -3.4% |
| 30D | +23.9% | -2.8% | +26.7% | +24.4% |
| 3M | +19.1% | -10.9% | +30.0% | +21.1% |
| 6M | -0.2% | -21.3% | +21.2% | +3.6% |
| YTD | +32.5% | -15.9% | +48.3% | +35.9% |
| 1Y | +96.9% | -15.7% | +112.7% | +101.8% |
| 3Y | +614.7% | -43.4% | +658.1% | +658.0% |
| 5Y | +647.7% | -87.8% | +735.5% | +832.8% |
| 10Y | +679.2% | -86.7% | +765.9% | +828.6% |
| All | +348.4% | -68.9% | +417.3% | +502.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling