+11.3%
IR vs TMF
-25.6%
+36.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.2% |
| 7D | +1.5% | -1.1% | +2.6% | +1.8% |
| 30D | +9.0% | +11.8% | -2.8% | +5.1% |
| 3M | -0.9% | -4.0% | +3.2% | +0.4% |
| 6M | +13.4% | -16.5% | +29.9% | +20.7% |
| YTD | +8.5% | -19.9% | +28.4% | +16.7% |
| 1Y | +11.3% | -25.6% | +36.8% | +23.4% |
| All | +11.3% | -25.6% | +36.8% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling