+227.7%
M vs TMF
-68.9%
+296.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.7% |
| 7D | +4.7% | -1.4% | +6.2% | +4.4% |
| 30D | -9.6% | -2.8% | -6.8% | -10.2% |
| 3M | +0.9% | -10.9% | +11.8% | -1.5% |
| 6M | +22.3% | -21.3% | +43.6% | +16.4% |
| YTD | +6.5% | -15.9% | +22.4% | +3.0% |
| 1Y | +38.8% | -15.7% | +54.5% | +34.6% |
| 3Y | +115.9% | -43.4% | +159.3% | +97.0% |
| 5Y | +28.6% | -87.8% | +116.4% | -17.7% |
| 10Y | -2.5% | -86.7% | +84.2% | -25.7% |
| All | +227.7% | -68.9% | +296.5% | +269.4% |
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