-1.2%
M vs TMF
-86.8%
+85.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.6% |
| 7D | +4.7% | -1.4% | +6.2% | +4.4% |
| 30D | -9.6% | -2.8% | -6.8% | -10.1% |
| 3M | +0.9% | -10.9% | +11.8% | -1.3% |
| 6M | +22.3% | -21.3% | +43.6% | +16.8% |
| YTD | +6.5% | -15.9% | +22.4% | +3.3% |
| 1Y | +38.8% | -15.7% | +54.5% | +34.9% |
| 3Y | +115.9% | -43.4% | +159.3% | +96.7% |
| 5Y | +28.6% | -87.8% | +116.4% | -26.9% |
| All | -1.2% | -86.8% | +85.6% | -20.1% |
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