+474.7%
NDAQ vs TMF
-84.4%
+559.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +0.8% | +1.2% | -0.4% | +0.9% |
| 30D | +16.5% | +19.7% | -3.2% | +17.4% |
| 3M | +13.5% | -2.1% | +15.6% | +13.4% |
| 6M | +20.9% | -13.4% | +34.4% | +20.2% |
| YTD | +11.4% | -16.7% | +28.1% | +10.6% |
| 1Y | +25.9% | -23.3% | +49.3% | +24.6% |
| 3Y | +119.9% | -24.8% | +144.7% | +119.4% |
| 5Y | +61.7% | -88.0% | +149.8% | +33.2% |
| All | +474.7% | -84.4% | +559.1% | +418.9% |
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