+138.0%
B vs TMF
-88.0%
+225.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +9.6% | +1.2% | +8.4% | +9.4% |
| 30D | +3.5% | +19.7% | -16.2% | +0.8% |
| 3M | -1.6% | -2.1% | +0.5% | -1.4% |
| 6M | -1.7% | -13.4% | +11.8% | +0.1% |
| YTD | -5.3% | -16.7% | +11.4% | -3.2% |
| 1Y | +27.2% | -23.3% | +50.6% | +31.4% |
| 3Y | +166.1% | -24.8% | +190.9% | +169.4% |
| All | +138.0% | -88.0% | +225.9% | +181.0% |
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