-70.4%
LYFT vs TMF
-88.5%
+18.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -8.4% | -5.1% | -3.3% | -8.0% |
| 30D | -7.6% | -4.6% | -3.0% | -7.3% |
| 3M | +11.7% | -16.6% | +28.3% | +13.1% |
| 6M | +15.1% | -19.9% | +35.0% | +16.7% |
| YTD | -20.9% | -20.2% | -0.8% | -19.8% |
| 1Y | -16.4% | -27.7% | +11.3% | -14.8% |
| 3Y | +35.2% | -43.9% | +79.1% | +37.0% |
| All | -70.4% | -88.5% | +18.1% | -74.8% |
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