+1,425.5%
IT vs TMF
-68.9%
+1,494.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.6% |
| 7D | -6.0% | -1.4% | -4.6% | -6.2% |
| 30D | 0.0% | -2.8% | +2.8% | -0.3% |
| 3M | +13.1% | -10.9% | +24.0% | +11.8% |
| 6M | +11.7% | -21.3% | +33.0% | +9.0% |
| YTD | -26.1% | -15.9% | -10.2% | -27.3% |
| 1Y | -21.3% | -15.7% | -5.5% | -22.4% |
| 3Y | -46.7% | -43.4% | -3.4% | -49.1% |
| 5Y | -40.5% | -87.8% | +47.3% | -53.1% |
| 10Y | +103.9% | -86.7% | +190.6% | +75.6% |
| All | +1,425.5% | -68.9% | +1,494.4% | +1,698.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling