-24.4%
DOW vs TMF
-25.3%
+1.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -9.5% | +1.2% | -10.7% | -9.5% |
| 30D | +13.1% | +19.7% | -6.7% | +12.9% |
| 3M | +4.8% | -2.1% | +6.9% | +4.7% |
| 6M | -16.7% | -13.4% | -3.2% | -16.5% |
| YTD | +38.9% | -16.7% | +55.6% | +39.4% |
| 1Y | +48.3% | -23.3% | +71.6% | +49.5% |
| 3Y | -24.4% | -24.8% | +0.5% | -23.5% |
| All | -24.4% | -25.3% | +1.0% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling