+593.0%
BE vs TMF
-80.1%
+673.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.4% |
| 7D | -14.7% | +1.2% | -15.9% | -14.8% |
| 30D | -40.5% | +19.7% | -60.3% | -40.8% |
| 3M | -24.3% | -2.1% | -22.2% | -24.3% |
| 6M | -39.3% | -13.4% | -25.9% | -39.2% |
| YTD | +99.4% | -16.7% | +116.1% | +99.9% |
| 1Y | +26.6% | -23.3% | +49.9% | +27.1% |
| 3Y | +1,616.9% | -24.8% | +1,641.8% | +1,635.1% |
| 5Y | +441.4% | -88.0% | +529.4% | +354.5% |
| All | +593.0% | -80.1% | +673.1% | +709.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling