-24.0%
MKTX vs TMF
-44.0%
+20.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.3% |
| 7D | -0.2% | -4.8% | +4.6% | +0.4% |
| 30D | +0.8% | -4.9% | +5.7% | +1.4% |
| 3M | +41.1% | -13.4% | +54.6% | +43.3% |
| 6M | -9.5% | -23.0% | +13.5% | -6.7% |
| YTD | -8.7% | -20.2% | +11.5% | -6.3% |
| 1Y | -10.0% | -26.5% | +16.5% | -6.6% |
| All | -24.0% | -44.0% | +20.1% | -20.2% |
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