+491.3%
BE vs TMF
-88.7%
+580.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | -3.0% |
| 7D | +20.5% | -8.2% | +28.7% | +22.0% |
| 30D | -23.4% | +5.3% | -28.7% | -24.2% |
| 3M | -14.9% | -8.5% | -6.4% | -13.9% |
| 6M | -28.1% | -17.2% | -10.9% | -26.1% |
| YTD | +132.4% | -23.4% | +155.8% | +140.5% |
| 1Y | +59.4% | -30.2% | +89.6% | +67.3% |
| 3Y | +1,815.8% | -32.9% | +1,848.8% | +1,898.5% |
| 5Y | +491.3% | -88.5% | +579.9% | +530.8% |
| All | +491.3% | -88.7% | +580.0% | +530.8% |
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 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