+0.3%
BB vs TMF
-87.2%
+87.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -5.6% | -1.4% | -4.2% | -5.7% |
| 30D | -11.8% | -2.8% | -9.0% | -11.9% |
| 3M | -25.5% | -10.9% | -14.6% | -26.1% |
| 6M | +121.3% | -21.3% | +142.6% | +117.7% |
| YTD | +103.2% | -15.9% | +119.0% | +100.9% |
| 1Y | +102.6% | -15.7% | +118.4% | +100.6% |
| 3Y | +37.5% | -43.4% | +80.9% | +32.0% |
| 5Y | -30.4% | -87.8% | +57.3% | -49.8% |
| All | +0.3% | -87.2% | +87.5% | -11.5% |
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 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