+17,799.7%
FIX vs TMF
-68.9%
+17,868.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +2.0% |
| 7D | +6.0% | -1.4% | +7.5% | +5.8% |
| 30D | -7.2% | -2.8% | -4.4% | -7.6% |
| 3M | -15.9% | -10.9% | -4.9% | -17.4% |
| 6M | +12.7% | -21.3% | +34.1% | +8.1% |
| YTD | +72.8% | -15.9% | +88.7% | +67.9% |
| 1Y | +122.9% | -15.7% | +138.6% | +117.1% |
| 3Y | +774.3% | -43.4% | +817.7% | +707.7% |
| 5Y | +2,049.5% | -87.8% | +2,137.2% | +1,332.2% |
| 10Y | +5,821.5% | -86.7% | +5,908.2% | +4,454.5% |
| All | +17,799.7% | -68.9% | +17,868.5% | +19,266.0% |
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 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