+303.3%
LOW vs TMF
-82.2%
+385.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | 0.0% |
| 7D | +8.7% | -1.1% | +9.7% | +8.7% |
| 30D | +25.5% | +11.8% | +13.6% | +25.3% |
| 3M | +6.6% | -4.0% | +10.6% | +6.6% |
| 6M | +2.4% | -16.5% | +19.0% | +2.6% |
| YTD | -1.7% | -19.9% | +18.2% | -1.6% |
| 1Y | +1.7% | -25.6% | +27.3% | +1.8% |
| 3Y | +26.6% | -29.9% | +56.4% | +27.3% |
| 5Y | +10.1% | -88.2% | +98.4% | -7.3% |
| 10Y | +303.3% | -81.7% | +385.0% | +285.8% |
| All | +303.3% | -82.2% | +385.5% | +285.8% |
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