+75.9%
LUNR vs TMF
-15.2%
+91.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.7% |
| 7D | -3.6% | -1.4% | -2.2% | -3.5% |
| 30D | +5.9% | -2.8% | +8.7% | +6.6% |
| 3M | -56.0% | -10.9% | -45.1% | -55.1% |
| 6M | -20.5% | -21.3% | +0.9% | -24.9% |
| YTD | -8.7% | -15.9% | +7.1% | -8.8% |
| 1Y | +75.9% | -15.7% | +91.6% | +75.6% |
| All | +75.9% | -15.2% | +91.1% | +75.6% |
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 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