-26.0%
NOW vs TMF
-87.8%
+61.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -6.0% |
| 7D | -6.7% | +2.7% | -9.4% | -6.9% |
| 30D | -25.8% | +19.3% | -45.1% | -27.1% |
| 3M | -12.7% | -3.7% | -9.0% | -12.5% |
| 6M | +11.2% | -11.3% | +22.6% | +12.1% |
| YTD | -33.2% | -16.6% | -16.6% | -32.3% |
| 1Y | -41.8% | -21.1% | -20.7% | -40.7% |
| 3Y | -15.7% | -26.8% | +11.2% | -16.0% |
| 5Y | -26.0% | -88.0% | +62.0% | -22.4% |
| All | -26.0% | -87.8% | +61.8% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling