-6.2%
DOW vs TMF
-81.1%
+74.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -9.4% | +0.6% | -10.0% | -9.3% |
| 30D | +8.9% | +16.3% | -7.4% | +11.6% |
| 3M | +6.7% | -2.7% | +9.4% | +6.4% |
| 6M | -14.2% | -13.2% | -1.0% | -15.7% |
| YTD | +36.9% | -16.7% | +53.6% | +34.0% |
| 1Y | +45.8% | -22.7% | +68.5% | +41.0% |
| 3Y | -23.9% | -26.1% | +2.2% | -25.1% |
| 5Y | -30.8% | -88.4% | +57.7% | -58.9% |
| All | -6.2% | -81.1% | +74.9% | -24.3% |
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