+1,163.8%
BR vs TMF
-68.9%
+1,232.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.7% | -3.3% |
| 7D | -5.3% | -1.4% | -3.8% | -5.4% |
| 30D | +6.4% | -2.8% | +9.3% | +6.2% |
| 3M | +13.6% | -10.9% | +24.6% | +12.6% |
| 6M | -6.7% | -21.3% | +14.6% | -8.5% |
| YTD | -21.1% | -15.9% | -5.2% | -22.1% |
| 1Y | -29.6% | -15.7% | -13.8% | -30.4% |
| 3Y | -2.4% | -43.4% | +41.0% | -6.1% |
| 5Y | +11.2% | -87.8% | +99.0% | -10.9% |
| 10Y | +191.8% | -86.7% | +278.5% | +151.0% |
| All | +1,163.8% | -68.9% | +1,232.6% | +1,224.2% |
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