+151.7%
EXC vs TMF
-87.2%
+238.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.1% |
| 7D | +0.3% | -1.4% | +1.7% | +0.3% |
| 30D | -3.7% | -2.8% | -0.9% | -3.7% |
| 3M | -1.3% | -10.9% | +9.6% | -1.3% |
| 6M | -9.7% | -21.3% | +11.6% | -9.7% |
| YTD | +2.9% | -15.9% | +18.8% | +2.9% |
| 1Y | +4.4% | -15.7% | +20.1% | +4.4% |
| 3Y | +22.2% | -43.4% | +65.6% | +21.4% |
| 5Y | +46.7% | -87.8% | +134.5% | +32.5% |
| All | +151.7% | -87.2% | +238.9% | +118.5% |
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