+197.7%
EXC vs TMF
-82.2%
+279.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.3% |
| 7D | +0.1% | -1.1% | +1.1% | +0.1% |
| 30D | +9.0% | +11.8% | -2.8% | +9.1% |
| 3M | +3.3% | -4.0% | +7.3% | +3.3% |
| 6M | +5.7% | -16.5% | +22.2% | +5.5% |
| YTD | +7.3% | -19.9% | +27.3% | +7.2% |
| 1Y | +2.9% | -25.6% | +28.5% | +2.7% |
| 3Y | +29.3% | -29.9% | +59.2% | +29.5% |
| 5Y | +40.1% | -88.2% | +128.3% | +23.8% |
| 10Y | +197.7% | -81.7% | +279.4% | +135.9% |
| All | +197.7% | -82.2% | +279.9% | +135.9% |
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 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