+3.4%
EXC vs TMF
-15.2%
+18.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -0.7% | -1.4% | +0.8% | -0.4% |
| 30D | -4.6% | -2.8% | -1.8% | -4.2% |
| 3M | -2.2% | -10.9% | +8.7% | -0.6% |
| 6M | -10.6% | -21.3% | +10.8% | -7.0% |
| YTD | +1.9% | -15.9% | +17.8% | +4.8% |
| 1Y | +3.4% | -15.7% | +19.1% | +7.9% |
| All | +3.4% | -15.2% | +18.7% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling