+68.3%
O vs TMF
-84.4%
+152.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +3.7% | +1.2% | +2.5% | +3.6% |
| 30D | +11.2% | +19.7% | -8.5% | +10.2% |
| 3M | -4.0% | -2.1% | -1.9% | -3.9% |
| 6M | -5.2% | -13.4% | +8.2% | -4.7% |
| YTD | +9.5% | -16.7% | +26.2% | +10.3% |
| 1Y | +10.6% | -23.3% | +33.9% | +11.8% |
| 3Y | +38.1% | -24.8% | +62.9% | +39.5% |
| 5Y | +10.2% | -88.0% | +98.3% | +10.0% |
| All | +68.3% | -84.4% | +152.7% | +49.5% |
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