+314.4%
LUNR vs TMF
-30.8%
+345.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.8% |
| 7D | +12.7% | -1.1% | +13.7% | +12.7% |
| 30D | -10.5% | +11.8% | -22.3% | -11.0% |
| 3M | -25.2% | -4.0% | -21.1% | -25.0% |
| 6M | -59.2% | -16.5% | -42.7% | -59.1% |
| YTD | -27.2% | -19.9% | -7.3% | -27.1% |
| 1Y | +19.7% | -25.6% | +45.2% | +19.6% |
| 3Y | +314.4% | -29.9% | +344.3% | +297.3% |
| All | +314.4% | -30.8% | +345.2% | +297.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling