-63.4%
LUMN vs TMF
-22.6%
-40.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.6% | -11.5% | -11.1% |
| 7D | -16.9% | +2.7% | -19.6% | -17.6% |
| 30D | -32.7% | +19.3% | -52.0% | -36.6% |
| 3M | -34.5% | -3.7% | -30.9% | -33.5% |
| 6M | -56.9% | -11.3% | -45.6% | -54.5% |
| YTD | -48.8% | -16.6% | -32.2% | -44.8% |
| 1Y | -63.4% | -21.1% | -42.2% | -59.8% |
| All | -63.4% | -22.6% | -40.7% | -59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling