+51.9%
DOW vs TMF
-23.9%
+75.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.5% | -5.7% | -2.8% |
| 7D | -4.2% | +4.0% | -8.2% | -3.4% |
| 30D | +14.7% | +19.5% | -4.8% | +19.5% |
| 3M | +9.1% | -3.5% | +12.6% | +7.2% |
| 6M | -17.7% | -10.6% | -7.1% | -20.0% |
| YTD | +44.6% | -17.1% | +61.7% | +40.9% |
| 1Y | +51.9% | -24.3% | +76.2% | +47.1% |
| All | +51.9% | -23.9% | +75.8% | +47.1% |
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