+44.1%
IR vs TMF
-88.0%
+132.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +3.7% | +1.2% | +2.5% | +3.6% |
| 30D | +7.4% | +19.7% | -12.3% | +7.0% |
| 3M | -5.9% | -2.1% | -3.8% | -5.9% |
| 6M | +5.6% | -13.4% | +19.0% | +5.9% |
| YTD | +4.8% | -16.7% | +21.6% | +5.2% |
| 1Y | +6.9% | -23.3% | +30.3% | +7.3% |
| 3Y | +27.6% | -24.8% | +52.4% | +27.4% |
| All | +44.1% | -88.0% | +132.1% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling