+43.8%
D vs TMF
-83.0%
+126.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +0.8% | +0.6% | +0.2% | +0.8% |
| 30D | +10.7% | +16.3% | -5.6% | +10.5% |
| 3M | +2.3% | -2.7% | +5.0% | +2.3% |
| 6M | +12.5% | -13.2% | +25.7% | +12.6% |
| YTD | +20.1% | -16.7% | +36.8% | +20.2% |
| 1Y | +15.6% | -22.7% | +38.3% | +15.7% |
| 3Y | +75.2% | -26.1% | +101.3% | +76.1% |
| 5Y | +14.6% | -88.4% | +103.0% | +0.9% |
| 10Y | +43.8% | -81.8% | +125.6% | +16.2% |
| All | +43.8% | -83.0% | +126.8% | +16.2% |
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 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