+233.8%
LOW vs TMF
-86.2%
+320.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.1% |
| 7D | -0.6% | -0.9% | +0.3% | -0.6% |
| 30D | -9.3% | -1.0% | -8.3% | -9.3% |
| 3M | -8.1% | -11.3% | +3.2% | -8.0% |
| 6M | -19.8% | -22.7% | +3.0% | -19.7% |
| YTD | -16.4% | -17.3% | +1.0% | -16.3% |
| 1Y | -24.7% | -22.5% | -2.2% | -24.6% |
| 3Y | -8.8% | -43.2% | +34.4% | -9.4% |
| 5Y | +7.8% | -88.3% | +96.1% | -9.6% |
| 10Y | +233.8% | -86.0% | +319.9% | +210.7% |
| All | +233.8% | -86.2% | +320.0% | +210.7% |
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