-10.3%
M vs TMF
-88.0%
+77.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.6% |
| 7D | -4.3% | +1.2% | -5.5% | -4.3% |
| 30D | +1.3% | +19.7% | -18.5% | +1.1% |
| 3M | -7.4% | -2.1% | -5.3% | -7.4% |
| 6M | +18.3% | -13.4% | +31.8% | +18.3% |
| YTD | +7.6% | -16.7% | +24.3% | +7.5% |
| 1Y | +17.4% | -23.3% | +40.7% | +17.2% |
| 3Y | +108.4% | -24.8% | +133.2% | +108.7% |
| All | -10.3% | -88.0% | +77.7% | -35.6% |
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