+777.0%
FIX vs TMF
-42.2%
+819.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.9% |
| 7D | +6.0% | -1.4% | +7.5% | +6.2% |
| 30D | -7.2% | -2.8% | -4.4% | -7.0% |
| 3M | -15.9% | -10.9% | -4.9% | -15.0% |
| 6M | +12.7% | -21.3% | +34.1% | +14.8% |
| YTD | +72.8% | -15.9% | +88.7% | +75.2% |
| 1Y | +122.9% | -15.7% | +138.6% | +125.6% |
| All | +777.0% | -42.2% | +819.2% | +792.9% |
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