+737.9%
BE vs TMF
-80.9%
+818.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.1% | +12.9% | +13.0% |
| 7D | +4.5% | -3.4% | +7.9% | +4.6% |
| 30D | -20.1% | +11.5% | -31.6% | -20.4% |
| 3M | -0.8% | -4.5% | +3.7% | -0.7% |
| 6M | -26.2% | -15.0% | -11.3% | -26.0% |
| YTD | +141.1% | -19.9% | +160.9% | +141.9% |
| 1Y | +64.8% | -26.6% | +91.4% | +65.6% |
| 3Y | +1,887.4% | -29.8% | +1,917.2% | +1,906.8% |
| 5Y | +518.1% | -88.2% | +606.3% | +421.4% |
| All | +737.9% | -80.9% | +818.8% | +879.4% |
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 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