+14.4%
FIX vs TMF
-23.9%
+38.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.5% | -17.5% | -15.0% |
| 7D | -18.9% | +4.0% | -22.9% | -19.0% |
| 30D | -36.3% | +19.5% | -55.7% | -37.7% |
| 3M | -38.5% | -3.5% | -35.0% | -37.0% |
| 6M | -42.3% | -10.6% | -31.7% | -39.2% |
| YTD | +17.1% | -17.1% | +34.2% | +25.4% |
| 1Y | +14.4% | -24.3% | +38.6% | +24.1% |
| All | +14.4% | -23.9% | +38.3% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling