+35.0%
LUNR vs TMF
-87.9%
+122.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -4.4% | +11.4% | +6.7% |
| 7D | +51.2% | -8.2% | +59.3% | +50.4% |
| 30D | +7.0% | +5.3% | +1.6% | +7.4% |
| 3M | -23.1% | -8.5% | -14.7% | -23.4% |
| 6M | -59.4% | -17.2% | -42.2% | -59.9% |
| YTD | -19.7% | -23.4% | +3.7% | -21.1% |
| 1Y | +39.5% | -30.2% | +69.8% | +36.0% |
| 3Y | +357.2% | -32.9% | +390.1% | +349.8% |
| All | +35.0% | -87.9% | +122.9% | +24.6% |
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 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