+506.3%
NOW vs TMF
-82.2%
+588.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.8% | -3.1% |
| 7D | -8.7% | -1.1% | -7.7% | -8.7% |
| 30D | -29.3% | +11.8% | -41.1% | -29.3% |
| 3M | -21.8% | -4.0% | -17.8% | -21.9% |
| 6M | +9.2% | -16.5% | +25.8% | +9.2% |
| YTD | -35.0% | -19.9% | -15.1% | -35.0% |
| 1Y | -42.5% | -25.6% | -16.9% | -42.6% |
| 3Y | -21.5% | -29.9% | +8.3% | -21.7% |
| 5Y | -25.8% | -88.2% | +62.5% | -34.2% |
| 10Y | +506.3% | -81.7% | +588.1% | +498.0% |
| All | +506.3% | -82.2% | +588.6% | +498.0% |
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