+188.2%
B vs TMF
-86.8%
+275.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -1.6% | -1.4% | -0.2% | -1.4% |
| 30D | +9.4% | -2.8% | +12.3% | +9.9% |
| 3M | +5.0% | -10.9% | +15.9% | +6.9% |
| 6M | -3.5% | -21.3% | +17.8% | 0.0% |
| YTD | +4.5% | -15.9% | +20.3% | +7.1% |
| 1Y | +67.8% | -15.7% | +83.5% | +71.5% |
| 3Y | +196.7% | -43.4% | +240.1% | +214.1% |
| 5Y | +151.9% | -87.8% | +239.7% | +230.0% |
| All | +188.2% | -86.8% | +275.0% | +256.3% |
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