+3.2%
EXC vs TMF
-26.6%
+29.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.4% | -3.4% | +2.0% | -0.6% |
| 30D | +8.3% | +11.5% | -3.2% | +5.9% |
| 3M | +2.6% | -4.5% | +7.1% | +3.3% |
| 6M | +5.2% | -15.0% | +20.1% | +8.0% |
| YTD | +7.5% | -19.9% | +27.4% | +11.9% |
| 1Y | +3.2% | -26.6% | +29.7% | +10.9% |
| All | +3.2% | -26.6% | +29.8% | +10.9% |
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