+49.1%
D vs TMF
-82.1%
+131.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | -1.4% | -9.3% | +7.9% | -1.3% |
| 30D | +7.7% | +1.9% | +5.8% | +7.7% |
| 3M | -0.3% | -11.2% | +10.9% | -0.2% |
| 6M | +10.1% | -17.7% | +27.8% | +10.2% |
| YTD | +19.1% | -24.5% | +43.5% | +19.3% |
| 1Y | +15.9% | -29.4% | +45.3% | +16.2% |
| 3Y | +75.0% | -33.4% | +108.4% | +76.1% |
| 5Y | +13.4% | -88.7% | +102.1% | +0.5% |
| All | +49.1% | -82.1% | +131.2% | +16.6% |
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 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