+448.7%
FIX vs TMF
-25.3%
+474.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | -17.5% | +1.2% | -18.7% | -17.5% |
| 30D | -41.6% | +19.7% | -61.3% | -42.3% |
| 3M | -40.6% | -2.1% | -38.5% | -40.4% |
| 6M | -49.4% | -13.4% | -35.9% | -48.7% |
| YTD | +9.2% | -16.7% | +25.9% | +10.8% |
| 1Y | +6.5% | -23.3% | +29.8% | +8.5% |
| 3Y | +448.7% | -24.8% | +473.5% | +431.0% |
| All | +448.7% | -25.3% | +474.0% | +431.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling