+39.7%
EXC vs TMF
-88.3%
+128.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.4% | -3.4% | +2.0% | -1.1% |
| 30D | +8.3% | +11.5% | -3.2% | +7.3% |
| 3M | +2.6% | -4.5% | +7.1% | +2.9% |
| 6M | +5.2% | -15.0% | +20.1% | +6.4% |
| YTD | +7.5% | -19.9% | +27.4% | +9.3% |
| 1Y | +3.2% | -26.6% | +29.7% | +5.5% |
| 3Y | +29.5% | -29.8% | +59.4% | +31.5% |
| 5Y | +39.7% | -88.2% | +127.8% | +42.1% |
| All | +39.7% | -88.3% | +128.0% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling