+214.8%
B vs TMF
-82.1%
+296.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -7.3% | -9.3% | +1.9% | -5.9% |
| 30D | -3.3% | +1.9% | -5.3% | -3.7% |
| 3M | -7.8% | -11.2% | +3.5% | -6.1% |
| 6M | -15.5% | -17.7% | +2.2% | -13.1% |
| YTD | -12.3% | -24.5% | +12.2% | -8.7% |
| 1Y | +5.4% | -29.4% | +34.8% | +10.7% |
| 3Y | +165.5% | -33.4% | +199.0% | +174.8% |
| 5Y | +107.0% | -88.7% | +195.7% | +170.9% |
| All | +214.8% | -82.1% | +296.9% | +208.6% |
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 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