-11.4%
F vs TMF
-87.8%
+76.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | +1.4% | +2.7% | -1.3% | +1.2% |
| 30D | +2.0% | +19.3% | -17.3% | +0.7% |
| 3M | -10.4% | -3.7% | -6.7% | -10.2% |
| 6M | +9.7% | -11.3% | +21.0% | +10.5% |
| YTD | -1.2% | -16.6% | +15.4% | -0.1% |
| 1Y | 0.0% | -21.1% | +21.2% | +1.4% |
| 3Y | +41.1% | -26.8% | +67.9% | +42.6% |
| 5Y | -11.4% | -88.0% | +76.6% | -24.3% |
| All | -11.4% | -87.8% | +76.4% | -24.3% |
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