+306.3%
C vs TMF
-69.1%
+375.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.6% | -5.6% | -4.9% |
| 7D | -5.3% | +2.7% | -8.0% | -4.6% |
| 30D | -7.3% | +19.3% | -26.7% | -2.9% |
| 3M | -13.5% | -3.7% | -9.8% | -14.1% |
| 6M | -6.5% | -11.3% | +4.8% | -9.2% |
| YTD | +3.6% | -16.6% | +20.2% | -0.8% |
| 1Y | +18.9% | -21.1% | +40.0% | +12.3% |
| 3Y | +205.0% | -26.8% | +231.8% | +192.4% |
| 5Y | +109.4% | -88.0% | +197.4% | +17.0% |
| 10Y | +232.9% | -84.7% | +317.6% | +150.7% |
| All | +306.3% | -69.1% | +375.4% | +409.8% |
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