+524.8%
ES vs TMF
-69.1%
+593.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.1% |
| 7D | +5.9% | +2.7% | +3.2% | +5.9% |
| 30D | +10.2% | +19.3% | -9.1% | +10.3% |
| 3M | +0.4% | -3.7% | +4.1% | +0.4% |
| 6M | +6.9% | -11.3% | +18.2% | +6.8% |
| YTD | +10.5% | -16.6% | +27.1% | +10.4% |
| 1Y | +3.2% | -21.1% | +24.3% | +3.0% |
| 3Y | +49.0% | -26.8% | +75.9% | +49.2% |
| 5Y | +4.5% | -88.0% | +92.5% | -3.7% |
| 10Y | +92.3% | -84.7% | +177.0% | +80.8% |
| All | +524.8% | -69.1% | +593.9% | +625.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling