+53.9%
F vs TMF
-87.5%
+141.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +5.3% | -1.4% | +6.8% | +5.4% |
| 30D | +4.6% | -2.8% | +7.4% | +4.7% |
| 3M | -3.7% | -10.9% | +7.2% | -3.1% |
| 6M | +16.8% | -21.3% | +38.1% | +18.2% |
| YTD | +15.3% | -15.9% | +31.2% | +16.3% |
| 1Y | +31.0% | -15.7% | +46.7% | +32.1% |
| 3Y | +45.4% | -43.4% | +88.8% | +47.0% |
| All | +53.9% | -87.5% | +141.5% | +28.8% |
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 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