+1,492.3%
LOW vs TMF
-69.2%
+1,561.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | +6.4% | +0.6% | +5.8% | +6.4% |
| 30D | +25.6% | +16.3% | +9.3% | +26.9% |
| 3M | +4.6% | -2.7% | +7.3% | +4.3% |
| 6M | +2.5% | -13.2% | +15.7% | +1.4% |
| YTD | -1.6% | -16.7% | +15.0% | -3.1% |
| 1Y | +1.7% | -22.7% | +24.5% | -0.4% |
| 3Y | +29.4% | -26.1% | +55.5% | +27.6% |
| 5Y | +9.6% | -88.4% | +98.0% | -15.4% |
| 10Y | +313.3% | -81.8% | +395.2% | +273.0% |
| All | +1,492.3% | -69.2% | +1,561.5% | +1,646.7% |
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 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