+115.1%
B vs TMF
-68.9%
+184.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | -1.6% | -1.4% | -0.2% | -1.4% |
| 30D | +9.4% | -2.8% | +12.3% | +9.8% |
| 3M | +5.0% | -10.9% | +15.9% | +6.2% |
| 6M | -3.5% | -21.3% | +17.8% | -1.2% |
| YTD | +4.5% | -15.9% | +20.3% | +6.2% |
| 1Y | +67.8% | -15.7% | +83.5% | +70.3% |
| 3Y | +196.7% | -43.4% | +240.1% | +208.1% |
| 5Y | +151.9% | -87.8% | +239.7% | +194.5% |
| 10Y | +202.2% | -86.7% | +288.9% | +237.6% |
| All | +115.1% | -68.9% | +184.0% | +165.6% |
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 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