+10,625.7%
FIX vs TMF
-69.1%
+10,694.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.6% | -12.1% | -11.5% |
| 7D | -27.2% | +2.7% | -30.0% | -26.8% |
| 30D | -46.9% | +19.3% | -66.2% | -45.0% |
| 3M | -44.4% | -3.7% | -40.8% | -44.4% |
| 6M | -50.9% | -11.3% | -39.6% | -51.7% |
| YTD | +3.5% | -16.6% | +20.1% | +0.9% |
| 1Y | -2.1% | -21.1% | +19.0% | -5.5% |
| 3Y | +418.7% | -26.8% | +445.6% | +406.5% |
| 5Y | +894.6% | -88.0% | +982.6% | +560.1% |
| 10Y | +3,465.5% | -84.7% | +3,550.2% | +2,755.2% |
| All | +10,625.7% | -69.1% | +10,694.9% | +11,541.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling