+675.5%
BE vs TMF
-80.1%
+755.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.1% | +11.8% | +11.9% |
| 7D | -1.2% | +0.6% | -1.8% | -1.2% |
| 30D | -30.9% | +16.3% | -47.2% | -31.1% |
| 3M | -11.6% | -2.7% | -8.9% | -11.5% |
| 6M | -25.7% | -13.2% | -12.6% | -25.5% |
| YTD | +123.1% | -16.7% | +139.8% | +123.7% |
| 1Y | +43.4% | -22.7% | +66.1% | +44.0% |
| 3Y | +1,683.6% | -26.1% | +1,709.7% | +1,700.9% |
| 5Y | +465.4% | -88.4% | +553.8% | +371.7% |
| All | +675.5% | -80.1% | +755.6% | +805.9% |
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