+1,008.9%
BE vs TMF
-79.9%
+1,088.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.1% | +9.7% | +9.6% |
| 7D | +29.8% | +1.0% | +28.8% | +29.7% |
| 30D | +26.4% | -1.8% | +28.2% | +26.4% |
| 3M | +9.3% | -8.2% | +17.6% | +9.5% |
| 6M | +105.1% | -19.5% | +124.6% | +105.7% |
| YTD | +219.0% | -16.0% | +235.0% | +219.8% |
| 1Y | +418.8% | -22.5% | +441.2% | +420.3% |
| 3Y | +1,784.6% | -42.3% | +1,826.8% | +1,779.9% |
| 5Y | +1,251.0% | -87.7% | +1,338.7% | +1,039.8% |
| All | +1,008.9% | -79.9% | +1,088.8% | +1,194.8% |
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 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