+30.2%
EXC vs TMF
-25.2%
+55.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.6% |
| 7D | +1.4% | +2.7% | -1.4% | +1.0% |
| 30D | +11.6% | +19.3% | -7.7% | +9.2% |
| 3M | +2.7% | -3.7% | +6.3% | +3.0% |
| 6M | +2.7% | -11.3% | +14.0% | +3.9% |
| YTD | +9.7% | -16.6% | +26.3% | +11.7% |
| 1Y | +4.5% | -21.1% | +25.6% | +7.1% |
| All | +30.2% | -25.2% | +55.4% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling