+1,740.2%
NDAQ vs TMF
-68.9%
+1,809.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -1.8% |
| 7D | -2.4% | -1.4% | -1.0% | -2.6% |
| 30D | +2.5% | -2.8% | +5.3% | +2.1% |
| 3M | +9.9% | -10.9% | +20.8% | +8.5% |
| 6M | +9.4% | -21.3% | +30.7% | +6.4% |
| YTD | +0.4% | -15.9% | +16.3% | -1.4% |
| 1Y | +4.0% | -15.7% | +19.8% | +2.3% |
| 3Y | +94.4% | -43.4% | +137.7% | +84.1% |
| 5Y | +56.7% | -87.8% | +144.5% | +17.1% |
| 10Y | +375.3% | -86.7% | +462.0% | +294.4% |
| All | +1,740.2% | -68.9% | +1,809.1% | +2,148.3% |
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 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