+2,641.2%
MAR vs TMF
-69.2%
+2,710.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +4.3% | +1.2% | +3.1% | +4.5% |
| 30D | +16.8% | +19.7% | -2.9% | +20.0% |
| 3M | +16.0% | -2.1% | +18.1% | +15.8% |
| 6M | +16.5% | -13.4% | +29.9% | +14.1% |
| YTD | +35.0% | -16.7% | +51.8% | +31.6% |
| 1Y | +49.4% | -23.3% | +72.7% | +43.7% |
| 3Y | +124.1% | -24.8% | +148.9% | +120.0% |
| 5Y | +159.2% | -88.0% | +247.2% | +84.5% |
| 10Y | +553.9% | -84.7% | +638.6% | +446.1% |
| All | +2,641.2% | -69.2% | +2,710.4% | +3,422.4% |
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