-11.8%
MKTX vs TMF
-26.8%
+15.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.2% | -5.1% | +4.9% | -0.2% |
| 30D | +0.7% | -4.6% | +5.3% | +0.8% |
| 3M | +40.8% | -16.6% | +57.4% | +41.2% |
| 6M | -8.0% | -19.9% | +11.9% | -6.9% |
| YTD | -8.7% | -20.2% | +11.4% | -7.3% |
| 1Y | -11.8% | -27.7% | +15.9% | -9.6% |
| All | -11.8% | -26.8% | +15.0% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling