+79.8%
F vs TMF
-84.4%
+164.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | +1.6% | +1.2% | +0.3% | +1.6% |
| 30D | +2.6% | +19.7% | -17.1% | +4.1% |
| 3M | -8.8% | -2.1% | -6.7% | -9.0% |
| 6M | +4.6% | -13.4% | +18.1% | +3.4% |
| YTD | -1.9% | -16.7% | +14.8% | -3.4% |
| 1Y | -0.8% | -23.3% | +22.6% | -3.0% |
| 3Y | +43.5% | -24.8% | +68.3% | +42.4% |
| 5Y | -12.1% | -88.0% | +76.0% | -38.2% |
| All | +79.8% | -84.4% | +164.2% | +45.8% |
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