+475.8%
NDAQ vs TMF
-82.2%
+558.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.3% | +1.2% |
| 7D | +2.9% | -1.1% | +3.9% | +2.8% |
| 30D | +17.5% | +11.8% | +5.7% | +18.0% |
| 3M | +15.4% | -4.0% | +19.5% | +15.3% |
| 6M | +24.6% | -16.5% | +41.1% | +23.7% |
| YTD | +14.4% | -19.9% | +34.3% | +13.4% |
| 1Y | +26.9% | -25.6% | +52.5% | +25.5% |
| 3Y | +119.8% | -29.9% | +149.7% | +118.5% |
| 5Y | +70.5% | -88.2% | +158.7% | +40.9% |
| 10Y | +475.8% | -81.7% | +557.5% | +428.3% |
| All | +475.8% | -82.2% | +558.0% | +428.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling