+36.9%
DD vs TMF
-21.2%
+58.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -0.6% | +1.0% | -1.6% | -0.7% |
| 30D | -7.4% | -1.8% | -5.6% | -7.2% |
| 3M | -6.4% | -8.2% | +1.8% | -5.8% |
| 6M | -2.5% | -19.5% | +17.0% | -2.6% |
| YTD | +10.2% | -16.0% | +26.2% | +11.2% |
| 1Y | +36.9% | -22.5% | +59.4% | +37.6% |
| All | +36.9% | -21.2% | +58.1% | +37.6% |
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