-37.4%
DOW vs TMF
-87.5%
+50.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.0% |
| 7D | -2.4% | -1.4% | -1.0% | -2.4% |
| 30D | +0.4% | -2.8% | +3.2% | +0.3% |
| 3M | -14.4% | -10.9% | -3.5% | -14.5% |
| 6M | -7.0% | -21.3% | +14.3% | -7.2% |
| YTD | +30.2% | -15.9% | +46.1% | +30.0% |
| 1Y | +29.2% | -15.7% | +44.9% | +29.0% |
| 3Y | -36.7% | -43.4% | +6.7% | -37.5% |
| All | -37.4% | -87.5% | +50.1% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling