-4.3%
M vs TMF
-82.2%
+77.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | -0.2% |
| 7D | +5.0% | -1.1% | +6.1% | +4.8% |
| 30D | +10.6% | +11.8% | -1.2% | +12.8% |
| 3M | +1.6% | -4.0% | +5.6% | +0.8% |
| 6M | +30.8% | -16.5% | +47.4% | +26.3% |
| YTD | +16.9% | -19.9% | +36.8% | +12.2% |
| 1Y | +26.3% | -25.6% | +51.8% | +19.5% |
| 3Y | +158.6% | -29.9% | +188.5% | +148.3% |
| 5Y | +2.1% | -88.2% | +90.3% | -43.7% |
| 10Y | -4.3% | -81.7% | +77.4% | -27.1% |
| All | -4.3% | -82.2% | +77.9% | -27.1% |
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