+607.0%
F vs TMF
-68.9%
+675.8%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +5.3% | -1.4% | +6.8% | +5.1% |
| 30D | +4.6% | -2.8% | +7.4% | +4.1% |
| 3M | -3.7% | -10.9% | +7.2% | -5.4% |
| 6M | +16.8% | -21.3% | +38.1% | +12.3% |
| YTD | +15.3% | -15.9% | +31.2% | +12.1% |
| 1Y | +31.0% | -15.7% | +46.7% | +27.7% |
| 3Y | +45.4% | -43.4% | +88.8% | +34.5% |
| 5Y | +54.7% | -87.8% | +142.4% | +4.1% |
| 10Y | +98.2% | -86.7% | +185.0% | +53.2% |
| All | +607.0% | -68.9% | +675.8% | +739.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling