+415.4%
MAR vs TMF
-86.8%
+502.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -1.7% | +1.0% | -2.7% | -1.7% |
| 30D | -6.9% | -1.8% | -5.1% | -7.0% |
| 3M | -15.8% | -8.2% | -7.6% | -16.3% |
| 6M | +1.9% | -19.5% | +21.4% | +0.5% |
| YTD | +6.6% | -16.0% | +22.6% | +5.4% |
| 1Y | +23.7% | -22.5% | +46.2% | +21.6% |
| 3Y | +64.6% | -42.3% | +106.9% | +59.6% |
| 5Y | +156.4% | -87.7% | +244.1% | +104.9% |
| 10Y | +415.4% | -86.5% | +501.9% | +377.6% |
| All | +415.4% | -86.8% | +502.2% | +377.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling