-53.7%
MKTX vs TMF
-88.3%
+34.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +0.3% | -3.4% | +3.6% | +0.7% |
| 30D | +0.9% | +11.5% | -10.6% | -0.3% |
| 3M | +2.7% | -4.5% | +7.2% | +3.0% |
| 6M | +15.6% | -15.0% | +30.5% | +17.3% |
| YTD | -7.0% | -19.9% | +12.8% | -5.1% |
| 1Y | -1.2% | -26.6% | +25.3% | +1.8% |
| 3Y | -22.2% | -29.8% | +7.6% | -20.8% |
| 5Y | -53.7% | -88.2% | +34.4% | -49.4% |
| All | -53.7% | -88.3% | +34.6% | -49.4% |
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 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