+41.8%
ES vs TMF
-25.3%
+67.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.9% |
| 7D | +1.9% | +1.2% | +0.7% | +1.6% |
| 30D | +7.1% | +19.7% | -12.7% | +3.3% |
| 3M | -1.9% | -2.1% | +0.2% | -1.7% |
| 6M | +4.4% | -13.4% | +17.8% | +7.0% |
| YTD | +7.3% | -16.7% | +24.1% | +10.6% |
| 1Y | +2.1% | -23.3% | +25.5% | +7.0% |
| 3Y | +41.8% | -24.8% | +66.7% | +44.9% |
| All | +41.8% | -25.3% | +67.2% | +44.9% |
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