+93.9%
B vs TMF
-69.1%
+163.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.5% |
| 7D | +4.3% | +2.7% | +1.6% | +4.0% |
| 30D | -0.9% | +19.3% | -20.3% | -2.8% |
| 3M | -1.4% | -3.7% | +2.3% | -1.0% |
| 6M | +5.0% | -11.3% | +16.3% | +6.3% |
| YTD | -5.8% | -16.6% | +10.8% | -4.2% |
| 1Y | +25.6% | -21.1% | +46.7% | +28.4% |
| 3Y | +161.6% | -26.8% | +188.4% | +165.4% |
| 5Y | +135.2% | -88.0% | +223.2% | +175.7% |
| 10Y | +170.7% | -84.7% | +255.4% | +200.5% |
| All | +93.9% | -69.1% | +163.1% | +139.5% |
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