+1,076.1%
BE vs TMF
-87.5%
+1,163.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.0% | +7.3% |
| 7D | +20.0% | -1.4% | +21.4% | +20.2% |
| 30D | +7.9% | -2.8% | +10.7% | +8.4% |
| 3M | -13.2% | -10.9% | -2.3% | -11.7% |
| 6M | +53.5% | -21.3% | +74.8% | +58.7% |
| YTD | +191.0% | -15.9% | +206.9% | +197.4% |
| 1Y | +360.5% | -15.7% | +376.3% | +368.6% |
| 3Y | +1,568.0% | -43.4% | +1,611.4% | +1,651.2% |
| All | +1,076.1% | -87.5% | +1,163.7% | +1,149.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling