+265.0%
C vs TMF
-42.2%
+307.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +3.6% | -1.4% | +5.1% | +3.7% |
| 30D | +0.1% | -2.8% | +2.9% | +0.2% |
| 3M | +2.4% | -10.9% | +13.3% | +2.9% |
| 6M | +24.9% | -21.3% | +46.2% | +25.9% |
| YTD | +19.8% | -15.9% | +35.7% | +20.5% |
| 1Y | +44.9% | -15.7% | +60.6% | +45.6% |
| All | +265.0% | -42.2% | +307.2% | +264.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling