+357.9%
D vs TMF
-68.9%
+426.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +1.5% | -1.4% | +2.9% | +1.4% |
| 30D | -2.6% | -2.8% | +0.2% | -2.6% |
| 3M | 0.0% | -10.9% | +10.9% | -0.2% |
| 6M | +7.4% | -21.3% | +28.7% | +6.8% |
| YTD | +15.9% | -15.9% | +31.7% | +15.5% |
| 1Y | +18.1% | -15.7% | +33.9% | +17.7% |
| 3Y | +58.4% | -43.4% | +101.7% | +56.1% |
| 5Y | +5.2% | -87.8% | +93.0% | -5.2% |
| 10Y | +35.9% | -86.7% | +122.6% | +23.6% |
| All | +357.9% | -68.9% | +426.7% | +386.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling