+184.1%
BR vs TMF
-86.8%
+270.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -5.9% | +1.0% | -6.9% | -5.9% |
| 30D | +1.9% | -1.8% | +3.7% | +1.8% |
| 3M | +14.7% | -8.2% | +22.9% | +14.4% |
| 6M | -12.8% | -19.5% | +6.7% | -13.2% |
| YTD | -23.0% | -16.0% | -7.1% | -23.4% |
| 1Y | -31.7% | -22.5% | -9.2% | -32.1% |
| 3Y | -4.8% | -42.3% | +37.5% | -6.3% |
| 5Y | +7.8% | -87.7% | +95.5% | -9.3% |
| 10Y | +184.1% | -86.5% | +270.6% | +162.5% |
| All | +184.1% | -86.8% | +270.9% | +162.5% |
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