+5.6%
LOW vs TMF
-88.0%
+93.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +7.4% | +1.2% | +6.2% | +7.2% |
| 30D | +24.5% | +19.7% | +4.7% | +21.2% |
| 3M | +3.5% | -2.1% | +5.6% | +3.7% |
| 6M | -2.6% | -13.4% | +10.9% | -0.6% |
| YTD | -4.8% | -16.7% | +11.9% | -2.4% |
| 1Y | -0.8% | -23.3% | +22.5% | +2.8% |
| 3Y | +22.8% | -24.8% | +47.6% | +25.9% |
| All | +5.6% | -88.0% | +93.6% | +8.7% |
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 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