+1,293.8%
LOW vs TMF
-68.9%
+1,362.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | -1.7% | -1.4% | -0.3% | -1.8% |
| 30D | -7.0% | -2.8% | -4.2% | -7.2% |
| 3M | -0.9% | -10.9% | +10.0% | -1.8% |
| 6M | -20.1% | -21.3% | +1.2% | -21.6% |
| YTD | -13.9% | -15.9% | +2.0% | -15.1% |
| 1Y | -21.1% | -15.7% | -5.4% | -22.1% |
| 3Y | -6.6% | -43.4% | +36.7% | -10.5% |
| 5Y | +9.4% | -87.8% | +97.1% | -14.6% |
| 10Y | +220.5% | -86.7% | +307.2% | +174.2% |
| All | +1,293.8% | -68.9% | +1,362.6% | +1,430.9% |
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