+345.2%
IR vs TMF
-80.3%
+425.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | +5.0% | +0.6% | +4.4% | +5.1% |
| 30D | +10.3% | +16.3% | -6.0% | +12.0% |
| 3M | -0.1% | -2.7% | +2.6% | -0.2% |
| 6M | +14.8% | -13.2% | +27.9% | +13.3% |
| YTD | +9.7% | -16.7% | +26.4% | +7.9% |
| 1Y | +12.2% | -22.7% | +34.9% | +9.5% |
| 3Y | +30.0% | -26.1% | +56.1% | +28.6% |
| 5Y | +46.8% | -88.4% | +135.2% | +4.9% |
| All | +345.2% | -80.3% | +425.5% | +315.7% |
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 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