+162.4%
MAR vs TMF
-87.6%
+250.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.6% |
| 3M | -12.5% | -10.9% | -1.6% | -12.3% |
| 6M | +0.6% | -21.3% | +21.9% | +0.9% |
| YTD | +9.1% | -15.9% | +25.0% | +9.4% |
| 1Y | +26.2% | -15.7% | +41.9% | +26.6% |
| 3Y | +68.2% | -43.4% | +111.5% | +67.9% |
| All | +162.4% | -87.6% | +250.0% | +130.6% |
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