-80.8%
LYFT vs TMF
-83.5%
+2.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +0.7% |
| 7D | -13.1% | -4.8% | -8.3% | -13.2% |
| 30D | -14.4% | -4.9% | -9.5% | -14.4% |
| 3M | +12.2% | -13.4% | +25.6% | +11.8% |
| 6M | +13.4% | -23.0% | +36.4% | +12.7% |
| YTD | -22.5% | -20.2% | -2.3% | -22.8% |
| 1Y | -20.8% | -26.5% | +5.7% | -21.3% |
| 3Y | +38.8% | -45.2% | +84.0% | +35.8% |
| 5Y | -70.0% | -88.4% | +18.4% | -75.9% |
| All | -80.8% | -83.5% | +2.7% | -85.7% |
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 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