+6.7%
D vs TMF
-87.5%
+94.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +0.4% | -1.4% | +1.9% | +0.6% |
| 30D | -3.6% | -2.8% | -0.7% | -3.3% |
| 3M | -1.0% | -10.9% | +9.9% | +0.1% |
| 6M | +6.3% | -21.3% | +27.6% | +8.8% |
| YTD | +14.7% | -15.9% | +30.6% | +16.5% |
| 1Y | +16.9% | -15.7% | +32.7% | +18.6% |
| 3Y | +56.8% | -43.4% | +100.2% | +61.9% |
| All | +6.7% | -87.5% | +94.2% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling