+99.4%
DD vs TMF
-81.8%
+181.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.9% | -1.0% |
| 7D | +6.7% | -8.2% | +14.9% | +5.8% |
| 30D | +19.4% | +5.3% | +14.1% | +20.1% |
| 3M | +7.6% | -8.5% | +16.1% | +6.8% |
| 6M | +2.9% | -17.2% | +20.1% | +1.0% |
| YTD | +29.9% | -23.4% | +53.3% | +26.5% |
| 1Y | +28.6% | -30.2% | +58.9% | +24.0% |
| 3Y | +90.0% | -32.9% | +122.9% | +85.5% |
| 5Y | +68.1% | -88.5% | +156.7% | +18.4% |
| All | +99.4% | -81.8% | +181.3% | +67.7% |
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