+41.6%
D vs TMF
-84.4%
+126.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +3.0% | +1.2% | +1.8% | +3.0% |
| 30D | +11.5% | +19.7% | -8.2% | +11.3% |
| 3M | +3.7% | -2.1% | +5.8% | +3.7% |
| 6M | +13.5% | -13.4% | +27.0% | +13.7% |
| YTD | +20.7% | -16.7% | +37.5% | +20.9% |
| 1Y | +18.2% | -23.3% | +41.6% | +18.5% |
| 3Y | +73.3% | -24.8% | +98.1% | +74.5% |
| 5Y | +12.3% | -88.0% | +100.3% | 0.0% |
| All | +41.6% | -84.4% | +126.0% | +19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling