+13.4%
LYFT vs TMF
-24.3%
+37.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +2.1% |
| 7D | -13.1% | -4.8% | -8.3% | -11.4% |
| 30D | -14.4% | -4.9% | -9.5% | -12.8% |
| 3M | +12.2% | -13.4% | +25.6% | +18.1% |
| 6M | +13.4% | -23.0% | +36.4% | +20.3% |
| All | +13.4% | -24.3% | +37.7% | +20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling