-39.9%
LUMN vs TMF
-88.5%
+48.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +2.5% | -5.1% | +7.6% | +2.7% |
| 30D | +10.3% | -4.6% | +14.9% | +10.5% |
| 3M | -18.3% | -16.6% | -1.7% | -17.6% |
| 6M | +4.4% | -19.9% | +24.2% | +5.3% |
| YTD | -10.7% | -20.2% | +9.5% | -9.8% |
| 1Y | +14.0% | -27.7% | +41.7% | +15.3% |
| 3Y | +406.6% | -43.9% | +450.5% | +409.1% |
| All | -39.9% | -88.5% | +48.6% | -38.9% |
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 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