+14.9%
O vs TMF
-87.5%
+102.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -0.7% | -1.4% | +0.7% | -0.6% |
| 30D | -1.9% | -2.8% | +0.9% | -1.6% |
| 3M | +3.8% | -10.9% | +14.7% | +5.0% |
| 6M | -4.7% | -21.3% | +16.6% | -2.5% |
| YTD | +12.5% | -15.9% | +28.4% | +14.3% |
| 1Y | +10.8% | -15.7% | +26.6% | +12.4% |
| 3Y | +28.8% | -43.4% | +72.1% | +33.1% |
| All | +14.9% | -87.5% | +102.4% | +22.7% |
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