+90.3%
IT vs TMF
-83.0%
+173.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -18.8% | +0.6% | -19.4% | -18.8% |
| 30D | -0.1% | +16.3% | -16.4% | +0.5% |
| 3M | +2.9% | -2.7% | +5.6% | +2.7% |
| 6M | +20.4% | -13.2% | +33.6% | +19.5% |
| YTD | -24.3% | -16.7% | -7.6% | -24.9% |
| 1Y | -17.2% | -22.7% | +5.6% | -18.1% |
| 3Y | -52.4% | -26.1% | -26.3% | -52.7% |
| 5Y | -43.7% | -88.4% | +44.7% | -52.9% |
| 10Y | +90.3% | -81.8% | +172.1% | +81.5% |
| All | +90.3% | -83.0% | +173.3% | +81.5% |
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