+3,800.0%
FIX vs TMF
-83.0%
+3,883.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.1% | +9.3% | +9.4% |
| 7D | -7.2% | +0.6% | -7.8% | -7.1% |
| 30D | -35.1% | +16.3% | -51.4% | -33.8% |
| 3M | -34.3% | -2.7% | -31.6% | -34.2% |
| 6M | -42.9% | -13.2% | -29.8% | -43.6% |
| YTD | +19.5% | -16.7% | +36.1% | +17.6% |
| 1Y | +16.8% | -22.7% | +39.5% | +13.9% |
| 3Y | +506.7% | -26.1% | +532.8% | +500.4% |
| 5Y | +1,046.7% | -88.4% | +1,135.1% | +668.0% |
| 10Y | +3,800.0% | -81.8% | +3,881.8% | +2,914.2% |
| All | +3,800.0% | -83.0% | +3,883.0% | +2,914.2% |
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