+146.2%
B vs TMF
-88.4%
+234.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | +11.3% | +0.6% | +10.7% | +11.3% |
| 30D | +2.9% | +16.3% | -13.4% | +0.7% |
| 3M | -2.9% | -2.7% | -0.2% | -2.6% |
| 6M | -1.2% | -13.2% | +12.0% | +0.6% |
| YTD | -1.3% | -16.7% | +15.3% | +0.9% |
| 1Y | +30.4% | -22.7% | +53.1% | +34.5% |
| 3Y | +195.3% | -26.1% | +221.4% | +200.1% |
| 5Y | +146.2% | -88.4% | +234.6% | +188.7% |
| All | +146.2% | -88.4% | +234.6% | +188.7% |
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