+340.0%
IR vs TMF
-81.1%
+421.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -1.5% |
| 7D | +1.5% | -1.1% | +2.6% | +1.4% |
| 30D | +9.0% | +11.8% | -2.8% | +10.3% |
| 3M | -0.9% | -4.0% | +3.2% | -1.1% |
| 6M | +13.4% | -16.5% | +29.9% | +11.5% |
| YTD | +8.5% | -19.9% | +28.4% | +6.3% |
| 1Y | +11.3% | -25.6% | +36.8% | +8.1% |
| 3Y | +26.0% | -29.9% | +55.9% | +24.0% |
| 5Y | +47.9% | -88.2% | +136.1% | +6.8% |
| All | +340.0% | -81.1% | +421.0% | +309.3% |
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