-10.4%
DOW vs TMF
-81.0%
+70.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.9% | +1.0% | -3.9% | -2.8% |
| 30D | +2.0% | -1.8% | +3.8% | +1.8% |
| 3M | -12.5% | -8.2% | -4.3% | -13.4% |
| 6M | -9.2% | -19.5% | +10.3% | -11.7% |
| YTD | +30.8% | -16.0% | +46.7% | +28.1% |
| 1Y | +29.4% | -22.5% | +51.9% | +25.4% |
| 3Y | -34.6% | -42.3% | +7.7% | -38.9% |
| 5Y | -35.9% | -87.7% | +51.7% | -60.9% |
| All | -10.4% | -81.0% | +70.5% | -27.6% |
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 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