+2,111.6%
NOW vs TMF
-80.8%
+2,192.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.2% |
| 7D | -27.5% | +4.0% | -31.5% | -27.3% |
| 30D | -20.0% | +19.5% | -39.5% | -19.2% |
| 3M | -7.9% | -3.5% | -4.4% | -8.1% |
| 6M | +18.3% | -10.6% | +28.9% | +17.6% |
| YTD | -29.0% | -17.1% | -11.9% | -29.7% |
| 1Y | -38.7% | -24.3% | -14.4% | -39.7% |
| 3Y | -10.3% | -27.2% | +16.9% | -11.1% |
| 5Y | -22.5% | -87.6% | +65.1% | -37.6% |
| 10Y | +553.8% | -84.8% | +638.6% | +492.4% |
| All | +2,111.6% | -80.8% | +2,192.4% | +2,175.0% |
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 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