+62.5%
LUNR vs TMF
-86.7%
+149.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.1% | +6.0% | +5.9% |
| 7D | +6.5% | +1.0% | +5.5% | +6.6% |
| 30D | -4.4% | -1.8% | -2.5% | -4.4% |
| 3M | -47.3% | -8.2% | -39.0% | -47.5% |
| 6M | -11.1% | -19.5% | +8.4% | -12.7% |
| YTD | -3.4% | -16.0% | +12.6% | -4.6% |
| 1Y | +85.8% | -22.5% | +108.3% | +82.4% |
| 3Y | +264.7% | -42.3% | +306.9% | +248.2% |
| All | +62.5% | -86.7% | +149.2% | +50.7% |
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