+105.9%
C vs TMF
-88.0%
+193.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -2.4% | +1.2% | -3.6% | -2.4% |
| 30D | -6.0% | +19.7% | -25.7% | -6.0% |
| 3M | -10.5% | -2.1% | -8.5% | -10.5% |
| 6M | -5.7% | -13.4% | +7.7% | -5.7% |
| YTD | +4.1% | -16.7% | +20.9% | +4.1% |
| 1Y | +20.5% | -23.3% | +43.8% | +20.3% |
| 3Y | +208.1% | -24.8% | +232.9% | +207.6% |
| All | +105.9% | -88.0% | +193.9% | +70.6% |
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