-54.0%
IT vs TMF
-31.3%
-22.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | -0.8% |
| 7D | -3.7% | -8.2% | +4.5% | -3.2% |
| 30D | -3.1% | +5.3% | -8.5% | -3.2% |
| 3M | +6.3% | -8.5% | +14.8% | +6.7% |
| 6M | +24.8% | -17.2% | +41.9% | +25.2% |
| YTD | -24.4% | -23.4% | -0.9% | -24.0% |
| 1Y | -17.1% | -30.2% | +13.2% | -16.5% |
| All | -54.0% | -31.3% | -22.7% | -55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling