+2.9%
DD vs TMF
-17.8%
+20.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.9% | +0.2% |
| 7D | +6.7% | -8.2% | +14.9% | +8.3% |
| 30D | +19.4% | +5.3% | +14.1% | +16.8% |
| 3M | +7.6% | -8.5% | +16.1% | +9.0% |
| 6M | +2.9% | -17.2% | +20.1% | +4.6% |
| All | +2.9% | -17.8% | +20.7% | +4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling