+0.5%
M vs TMF
-83.0%
+83.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.1% | +8.0% | +8.1% |
| 7D | +2.5% | +0.6% | +1.9% | +2.6% |
| 30D | +10.1% | +16.3% | -6.3% | +13.1% |
| 3M | -0.9% | -2.7% | +1.8% | -1.5% |
| 6M | +30.2% | -13.2% | +43.3% | +26.5% |
| YTD | +16.3% | -16.7% | +33.0% | +12.4% |
| 1Y | +27.0% | -22.7% | +49.7% | +20.9% |
| 3Y | +154.5% | -26.1% | +180.6% | +146.8% |
| 5Y | -1.1% | -88.4% | +87.4% | -46.5% |
| 10Y | +0.5% | -81.8% | +82.3% | -24.2% |
| All | +0.5% | -83.0% | +83.5% | -24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling