+2,105.4%
FIX vs TMF
-87.5%
+2,192.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.9% |
| 7D | +6.0% | -1.4% | +7.5% | +6.1% |
| 30D | -7.2% | -2.8% | -4.4% | -7.1% |
| 3M | -15.9% | -10.9% | -4.9% | -15.4% |
| 6M | +12.7% | -21.3% | +34.1% | +13.9% |
| YTD | +72.8% | -15.9% | +88.7% | +74.0% |
| 1Y | +122.9% | -15.7% | +138.6% | +124.4% |
| 3Y | +774.3% | -43.4% | +817.7% | +780.7% |
| All | +2,105.4% | -87.5% | +2,192.9% | +1,942.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling