+865.8%
DD vs TMF
-68.9%
+934.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -3.5% | -1.4% | -2.1% | -3.8% |
| 30D | -10.3% | -2.8% | -7.5% | -10.8% |
| 3M | -7.5% | -10.9% | +3.4% | -9.5% |
| 6M | -8.0% | -21.3% | +13.3% | -12.1% |
| YTD | +10.5% | -15.9% | +26.3% | +7.1% |
| 1Y | +38.3% | -15.7% | +54.0% | +34.4% |
| 3Y | +42.5% | -43.4% | +85.8% | +30.7% |
| 5Y | +60.2% | -87.8% | +147.9% | +4.7% |
| 10Y | +68.9% | -86.7% | +155.6% | +29.1% |
| All | +865.8% | -68.9% | +934.6% | +1,046.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling