+1,941.6%
NDAQ vs TMF
-69.2%
+2,010.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +0.8% | +1.2% | -0.4% | +1.0% |
| 30D | +16.5% | +19.7% | -3.2% | +19.1% |
| 3M | +13.5% | -2.1% | +15.6% | +13.2% |
| 6M | +20.9% | -13.4% | +34.4% | +19.0% |
| YTD | +11.4% | -16.7% | +28.1% | +9.2% |
| 1Y | +25.9% | -23.3% | +49.3% | +22.2% |
| 3Y | +119.9% | -24.8% | +144.7% | +116.7% |
| 5Y | +61.7% | -88.0% | +149.8% | +20.1% |
| 10Y | +481.6% | -84.7% | +566.3% | +397.8% |
| All | +1,941.6% | -69.2% | +2,010.8% | +2,390.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling