+14.0%
D vs TMF
-87.8%
+101.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.2% |
| 7D | +6.9% | +2.7% | +4.2% | +6.6% |
| 30D | +12.3% | +19.3% | -7.0% | +10.2% |
| 3M | +3.0% | -3.7% | +6.7% | +3.4% |
| 6M | +12.8% | -11.3% | +24.1% | +14.0% |
| YTD | +22.6% | -16.6% | +39.2% | +24.5% |
| 1Y | +21.7% | -21.1% | +42.8% | +24.3% |
| 3Y | +83.9% | -26.8% | +110.7% | +87.7% |
| 5Y | +14.0% | -88.0% | +102.0% | +15.1% |
| All | +14.0% | -87.8% | +101.8% | +15.1% |
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 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