-14.9%
INFQ vs TMF
-24.3%
+9.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.3% | -1.2% |
| 7D | +4.8% | -0.9% | +5.7% | +5.8% |
| 30D | +13.4% | -1.0% | +14.4% | +13.3% |
| 3M | -3.3% | -11.3% | +8.0% | +9.4% |
| 6M | +13.7% | -22.7% | +36.4% | +48.0% |
| All | -14.9% | -24.3% | +9.4% | +11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling