+91.4%
IT vs TMF
-86.8%
+178.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.1% | -7.3% | -7.4% |
| 7D | -9.1% | +1.0% | -10.1% | -9.1% |
| 30D | -7.0% | -1.8% | -5.2% | -7.1% |
| 3M | +7.6% | -8.2% | +15.9% | +7.2% |
| 6M | +2.1% | -19.5% | +21.6% | +1.1% |
| YTD | -31.6% | -16.0% | -15.6% | -32.1% |
| 1Y | -29.9% | -22.5% | -7.4% | -30.7% |
| 3Y | -51.3% | -42.3% | -9.0% | -52.4% |
| 5Y | -44.8% | -87.7% | +42.9% | -53.4% |
| 10Y | +91.4% | -86.5% | +177.9% | +77.4% |
| All | +91.4% | -86.8% | +178.2% | +77.4% |
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 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