-56.5%
LUMN vs TMF
-86.4%
+30.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +2.5% | -5.1% | +7.6% | +2.0% |
| 30D | +10.3% | -4.6% | +14.9% | +9.9% |
| 3M | -18.3% | -16.6% | -1.7% | -19.5% |
| 6M | +4.4% | -19.9% | +24.2% | +2.3% |
| YTD | -10.7% | -20.2% | +9.5% | -12.4% |
| 1Y | +14.0% | -27.7% | +41.7% | +10.8% |
| 3Y | +406.6% | -43.9% | +450.5% | +385.5% |
| 5Y | -36.8% | -88.4% | +51.6% | -53.6% |
| All | -56.5% | -86.4% | +30.0% | -64.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling