+48.4%
IR vs TMF
-87.5%
+135.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | -2.8% | -1.4% | -1.4% | -2.8% |
| 30D | -15.1% | -2.8% | -12.3% | -15.1% |
| 3M | +6.1% | -10.9% | +17.0% | +6.3% |
| 6M | -16.8% | -21.3% | +4.5% | -16.5% |
| YTD | -3.5% | -15.9% | +12.3% | -3.3% |
| 1Y | -3.5% | -15.7% | +12.2% | -3.2% |
| 3Y | +9.5% | -43.4% | +52.8% | +9.2% |
| All | +48.4% | -87.5% | +135.9% | +39.6% |
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