-88.6%
BB vs TMF
-68.9%
-19.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -5.6% | -1.4% | -4.2% | -5.8% |
| 30D | -11.8% | -2.8% | -9.0% | -12.1% |
| 3M | -25.5% | -10.9% | -14.6% | -26.7% |
| 6M | +121.3% | -21.3% | +142.6% | +114.1% |
| YTD | +103.2% | -15.9% | +119.0% | +98.7% |
| 1Y | +102.6% | -15.7% | +118.4% | +98.5% |
| 3Y | +37.5% | -43.4% | +80.9% | +28.4% |
| 5Y | -30.4% | -87.8% | +57.3% | -51.5% |
| 10Y | 0.0% | -86.7% | +86.7% | -20.6% |
| All | -88.6% | -68.9% | -19.7% | -85.0% |
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