+95.6%
F vs TMF
-86.8%
+182.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +5.3% | -1.4% | +6.8% | +5.2% |
| 30D | +4.6% | -2.8% | +7.4% | +4.4% |
| 3M | -3.7% | -10.9% | +7.2% | -4.5% |
| 6M | +16.8% | -21.3% | +38.1% | +14.5% |
| YTD | +15.3% | -15.9% | +31.2% | +13.7% |
| 1Y | +31.0% | -15.7% | +46.7% | +29.4% |
| 3Y | +45.4% | -43.4% | +88.8% | +38.9% |
| 5Y | +54.7% | -87.8% | +142.4% | +10.7% |
| All | +95.6% | -86.8% | +182.3% | +63.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling