+88.2%
DD vs TMF
-84.4%
+172.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +4.6% | +1.2% | +3.4% | +4.8% |
| 30D | +11.8% | +19.7% | -8.0% | +13.9% |
| 3M | +2.2% | -2.1% | +4.3% | +2.0% |
| 6M | -1.6% | -13.4% | +11.8% | -3.1% |
| YTD | +23.0% | -16.7% | +39.7% | +20.8% |
| 1Y | +26.9% | -23.3% | +50.3% | +23.6% |
| 3Y | +77.9% | -24.8% | +102.7% | +76.1% |
| 5Y | +59.9% | -88.0% | +147.9% | +12.9% |
| All | +88.2% | -84.4% | +172.6% | +55.0% |
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