+499.2%
NOW vs TMF
-84.4%
+583.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.0% | +1.2% | -4.2% | -3.0% |
| 30D | -26.0% | +19.7% | -45.8% | -26.1% |
| 3M | -13.1% | -2.1% | -11.0% | -13.1% |
| 6M | +14.5% | -13.4% | +28.0% | +14.5% |
| YTD | -33.4% | -16.7% | -16.7% | -33.5% |
| 1Y | -40.6% | -23.3% | -17.3% | -40.7% |
| 3Y | -16.3% | -24.8% | +8.5% | -16.5% |
| 5Y | -26.3% | -88.0% | +61.7% | -34.5% |
| All | +499.2% | -84.4% | +583.6% | +490.0% |
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