+53.5%
LUNR vs TMF
-86.7%
+140.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.8% |
| 7D | -3.6% | -1.4% | -2.2% | -3.7% |
| 30D | +5.9% | -2.8% | +8.7% | +5.7% |
| 3M | -56.0% | -10.9% | -45.1% | -56.3% |
| 6M | -20.5% | -21.3% | +0.9% | -22.1% |
| YTD | -8.7% | -15.9% | +7.1% | -9.9% |
| 1Y | +75.9% | -15.7% | +91.6% | +73.9% |
| 3Y | +202.9% | -43.4% | +246.2% | +188.4% |
| All | +53.5% | -86.7% | +140.2% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling