+223.5%
C vs TMF
-84.4%
+307.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -2.4% | +1.2% | -3.6% | -2.2% |
| 30D | -6.0% | +19.7% | -25.7% | -3.0% |
| 3M | -10.5% | -2.1% | -8.5% | -10.7% |
| 6M | -5.7% | -13.4% | +7.7% | -7.9% |
| YTD | +4.1% | -16.7% | +20.9% | +1.1% |
| 1Y | +20.5% | -23.3% | +43.8% | +15.3% |
| 3Y | +208.1% | -24.8% | +232.9% | +202.8% |
| 5Y | +110.4% | -88.0% | +198.5% | +24.3% |
| All | +223.5% | -84.4% | +307.9% | +156.0% |
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 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