+4.6%
EXC vs TMF
-30.5%
+35.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.7% | +1.7% |
| 7D | +1.4% | -9.3% | +10.6% | +3.6% |
| 30D | +8.6% | +1.9% | +6.6% | +8.3% |
| 3M | +2.4% | -11.2% | +13.6% | +4.7% |
| 6M | +6.5% | -17.7% | +24.2% | +10.1% |
| YTD | +9.0% | -24.5% | +33.5% | +14.9% |
| 1Y | +4.6% | -29.4% | +34.0% | +12.0% |
| All | +4.6% | -30.5% | +35.0% | +12.0% |
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 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