+219.8%
C vs TMF
-29.8%
+249.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -0.9% | +0.6% | -1.5% | -0.9% |
| 30D | -5.4% | +16.3% | -21.7% | -5.9% |
| 3M | -9.2% | -2.7% | -6.5% | -9.1% |
| 6M | -1.8% | -13.2% | +11.4% | -1.5% |
| YTD | +6.7% | -16.7% | +23.4% | +7.0% |
| 1Y | +23.5% | -22.7% | +46.2% | +24.0% |
| 3Y | +219.8% | -26.1% | +245.9% | +212.2% |
| All | +219.8% | -29.8% | +249.6% | +212.2% |
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 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