+246.8%
M vs TMF
-69.1%
+316.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.4% | -5.8% |
| 7D | -2.1% | +2.7% | -4.9% | -1.6% |
| 30D | +7.7% | +19.3% | -11.6% | +11.5% |
| 3M | -4.4% | -3.7% | -0.7% | -5.1% |
| 6M | +27.5% | -11.3% | +38.8% | +24.2% |
| YTD | +12.8% | -16.6% | +29.3% | +8.8% |
| 1Y | +20.7% | -21.1% | +41.8% | +15.2% |
| 3Y | +111.3% | -26.8% | +138.1% | +103.7% |
| 5Y | -6.3% | -88.0% | +81.7% | -40.6% |
| 10Y | +1.5% | -84.7% | +86.2% | -20.2% |
| All | +246.8% | -69.1% | +316.0% | +290.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling