+31.0%
F vs TMF
-15.2%
+46.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +5.3% | -1.4% | +6.8% | +5.7% |
| 30D | +4.6% | -2.8% | +7.4% | +5.2% |
| 3M | -3.7% | -10.9% | +7.2% | -1.1% |
| 6M | +16.8% | -21.3% | +38.1% | +20.7% |
| YTD | +15.3% | -15.9% | +31.2% | +19.5% |
| 1Y | +31.0% | -15.7% | +46.7% | +34.7% |
| All | +31.0% | -15.2% | +46.3% | +34.7% |
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