+12.5%
BR vs TMF
-87.5%
+100.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.7% | -3.4% |
| 7D | -5.3% | -1.4% | -3.8% | -5.2% |
| 30D | +6.4% | -2.8% | +9.3% | +6.7% |
| 3M | +13.6% | -10.9% | +24.6% | +14.6% |
| 6M | -6.7% | -21.3% | +14.6% | -5.1% |
| YTD | -21.1% | -15.9% | -5.2% | -20.2% |
| 1Y | -29.6% | -15.7% | -13.8% | -28.8% |
| 3Y | -2.4% | -43.4% | +41.0% | -0.1% |
| All | +12.5% | -87.5% | +100.1% | +15.4% |
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 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