-29.9%
IT vs TMF
-21.2%
-8.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.3% |
| 3M | +7.6% | -8.2% | +15.9% | +6.2% |
| 6M | +2.1% | -19.5% | +21.6% | -0.8% |
| YTD | -31.6% | -16.0% | -15.6% | -33.1% |
| 1Y | -29.9% | -22.5% | -7.4% | -31.0% |
| All | -29.9% | -21.2% | -8.8% | -31.0% |
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