+93.1%
ES vs TMF
-81.8%
+174.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | +0.1% | -3.4% | +3.5% | +0.3% |
| 30D | +6.7% | +11.5% | -4.8% | +6.2% |
| 3M | +0.3% | -4.5% | +4.8% | +0.5% |
| 6M | +7.4% | -15.0% | +22.4% | +8.1% |
| YTD | +8.4% | -19.9% | +28.2% | +9.3% |
| 1Y | +0.6% | -26.6% | +27.2% | +1.8% |
| 3Y | +50.6% | -29.8% | +80.4% | +52.6% |
| 5Y | +4.8% | -88.2% | +93.0% | -0.5% |
| 10Y | +93.1% | -81.4% | +174.5% | +61.2% |
| All | +93.1% | -81.8% | +174.9% | +61.2% |
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