-60.7%
MKTX vs TMF
-88.0%
+27.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.1% |
| 7D | +0.3% | -0.9% | +1.1% | +0.4% |
| 30D | +1.0% | -1.0% | +1.9% | +1.0% |
| 3M | +40.8% | -11.3% | +52.1% | +42.3% |
| 6M | -10.9% | -22.7% | +11.8% | -8.6% |
| YTD | -8.6% | -17.3% | +8.8% | -7.0% |
| 1Y | -11.6% | -22.5% | +10.9% | -9.5% |
| 3Y | -24.5% | -43.2% | +18.7% | -21.9% |
| 5Y | -60.7% | -88.3% | +27.6% | -59.5% |
| All | -60.7% | -88.0% | +27.2% | -59.5% |
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