+35.4%
DD vs TMF
-23.9%
+59.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.2% | -2.1% |
| 7D | +8.7% | +4.0% | +4.7% | +7.9% |
| 30D | +15.3% | +19.5% | -4.1% | +11.6% |
| 3M | +5.9% | -3.5% | +9.5% | +6.3% |
| 6M | +11.6% | -10.6% | +22.2% | +12.8% |
| YTD | +26.5% | -17.1% | +43.6% | +28.8% |
| 1Y | +35.4% | -24.3% | +59.7% | +34.8% |
| All | +35.4% | -23.9% | +59.3% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling