+192.7%
EXC vs TMF
-81.8%
+274.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.5% | 0.0% |
| 7D | -1.9% | -8.2% | +6.2% | -1.9% |
| 30D | +7.8% | +5.3% | +2.4% | +7.8% |
| 3M | +1.9% | -8.5% | +10.3% | +1.8% |
| 6M | +3.4% | -17.2% | +20.6% | +3.3% |
| YTD | +7.6% | -23.4% | +31.0% | +7.4% |
| 1Y | +2.1% | -30.2% | +32.4% | +1.9% |
| 3Y | +29.6% | -32.9% | +62.5% | +29.8% |
| 5Y | +39.5% | -88.5% | +128.1% | +23.6% |
| All | +192.7% | -81.8% | +274.5% | +129.0% |
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 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