+73.2%
MAR vs TMF
-41.6%
+114.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -4.2% | -1.4% | -2.7% | -4.1% |
| 30D | -6.7% | -2.8% | -3.8% | -6.5% |
| 3M | -12.5% | -10.9% | -1.6% | -11.9% |
| 6M | +0.6% | -21.3% | +21.9% | +1.8% |
| YTD | +9.1% | -15.9% | +25.0% | +10.2% |
| 1Y | +26.2% | -15.7% | +41.9% | +27.4% |
| All | +73.2% | -41.6% | +114.8% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling