+19.0%
BR vs TMF
-88.0%
+107.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +6.5% | +1.2% | +5.3% | +6.4% |
| 30D | +18.9% | +19.7% | -0.8% | +17.1% |
| 3M | +16.3% | -2.1% | +18.4% | +16.4% |
| 6M | +26.2% | -13.4% | +39.6% | +27.4% |
| YTD | -13.1% | -16.7% | +3.6% | -12.1% |
| 1Y | -10.5% | -23.3% | +12.9% | -8.8% |
| 3Y | +13.3% | -24.8% | +38.2% | +14.1% |
| All | +19.0% | -88.0% | +107.0% | +21.0% |
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