+25.8%
M vs TMF
-26.6%
+52.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -3.3% | -3.4% | 0.0% | -2.3% |
| 30D | +8.1% | +11.5% | -3.4% | +4.9% |
| 3M | +2.2% | -4.5% | +6.7% | +3.3% |
| 6M | +35.1% | -15.0% | +50.1% | +39.3% |
| YTD | +15.8% | -19.9% | +35.7% | +19.8% |
| 1Y | +25.8% | -26.6% | +52.4% | +33.7% |
| All | +25.8% | -26.6% | +52.4% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling