+99.7%
DD vs TMF
-82.2%
+181.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +0.7% |
| 7D | +2.2% | -1.1% | +3.3% | +2.1% |
| 30D | +20.7% | +11.8% | +8.9% | +22.1% |
| 3M | +11.3% | -4.0% | +15.4% | +10.9% |
| 6M | +6.0% | -16.5% | +22.5% | +4.1% |
| YTD | +31.7% | -19.9% | +51.6% | +28.8% |
| 1Y | +32.2% | -25.6% | +57.8% | +28.3% |
| 3Y | +92.7% | -29.9% | +122.6% | +89.0% |
| 5Y | +72.1% | -88.2% | +160.4% | +21.3% |
| 10Y | +99.7% | -81.7% | +181.4% | +67.3% |
| All | +99.7% | -82.2% | +181.9% | +67.3% |
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