-6.3%
M vs TMF
-87.8%
+81.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.4% | -5.9% |
| 7D | -2.1% | +2.7% | -4.9% | -2.2% |
| 30D | +7.7% | +19.3% | -11.6% | +7.5% |
| 3M | -4.4% | -3.7% | -0.7% | -4.4% |
| 6M | +27.5% | -11.3% | +38.8% | +27.5% |
| YTD | +12.8% | -16.6% | +29.3% | +12.7% |
| 1Y | +20.7% | -21.1% | +41.8% | +20.6% |
| 3Y | +111.3% | -26.8% | +138.1% | +111.3% |
| 5Y | -6.3% | -88.0% | +81.7% | -32.9% |
| All | -6.3% | -87.8% | +81.5% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling