+1,574.6%
BE vs TMF
-42.2%
+1,616.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.0% | +7.3% |
| 7D | +20.0% | -1.4% | +21.4% | +20.4% |
| 30D | +7.9% | -2.8% | +10.7% | +8.6% |
| 3M | -13.2% | -10.9% | -2.3% | -11.0% |
| 6M | +53.5% | -21.3% | +74.8% | +61.1% |
| YTD | +191.0% | -15.9% | +206.9% | +200.2% |
| 1Y | +360.5% | -15.7% | +376.3% | +371.2% |
| All | +1,574.6% | -42.2% | +1,616.8% | +1,746.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling