-15.4%
BB vs TMF
-88.7%
+73.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.5% | -2.5% |
| 7D | +9.0% | -8.2% | +17.1% | +9.9% |
| 30D | +7.7% | +5.3% | +2.3% | +7.0% |
| 3M | +4.0% | -8.5% | +12.5% | +4.8% |
| 6M | +46.6% | -17.2% | +63.8% | +49.2% |
| YTD | +140.6% | -23.4% | +164.0% | +146.2% |
| 1Y | +103.1% | -30.2% | +133.4% | +109.7% |
| 3Y | +150.5% | -32.9% | +183.5% | +155.8% |
| 5Y | -15.4% | -88.5% | +73.2% | -19.8% |
| All | -15.4% | -88.7% | +73.3% | -19.8% |
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