-22.5%
BB vs TMF
-88.0%
+65.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | +3.8% | +1.2% | +2.6% | +3.7% |
| 30D | -0.3% | +19.7% | -20.1% | -2.3% |
| 3M | -0.5% | -2.1% | +1.6% | -0.4% |
| 6M | +45.9% | -13.4% | +59.4% | +47.8% |
| YTD | +130.6% | -16.7% | +147.3% | +134.1% |
| 1Y | +89.2% | -23.3% | +112.5% | +93.6% |
| 3Y | +137.5% | -24.8% | +162.3% | +139.9% |
| All | -22.5% | -88.0% | +65.5% | -25.4% |
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