+9.8%
LOW vs TMF
-87.5%
+97.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -1.7% | -1.4% | -0.3% | -1.5% |
| 30D | -7.0% | -2.8% | -4.2% | -6.7% |
| 3M | -0.9% | -10.9% | +10.0% | +0.7% |
| 6M | -20.1% | -21.3% | +1.2% | -17.5% |
| YTD | -13.9% | -15.9% | +2.0% | -11.9% |
| 1Y | -21.1% | -15.7% | -5.4% | -19.4% |
| 3Y | -6.6% | -43.4% | +36.7% | -2.0% |
| All | +9.8% | -87.5% | +97.3% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling