-31.6%
BR vs TMF
-23.1%
-8.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | -0.1% |
| 7D | -5.0% | -0.9% | -4.1% | -4.9% |
| 30D | -2.5% | -1.0% | -1.5% | -2.4% |
| 3M | +13.5% | -11.3% | +24.8% | +14.3% |
| 6M | -9.4% | -22.7% | +13.3% | -7.7% |
| YTD | -23.3% | -17.3% | -5.9% | -22.2% |
| 1Y | -31.6% | -22.5% | -9.1% | -29.6% |
| All | -31.6% | -23.1% | -8.5% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling