+563.7%
O vs TMF
-70.3%
+634.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +3.9% | 0.0% |
| 7D | +3.5% | -1.1% | +4.6% | +3.5% |
| 30D | +10.4% | +11.8% | -1.4% | +10.5% |
| 3M | -2.4% | -4.0% | +1.6% | -2.5% |
| 6M | -1.2% | -16.5% | +15.3% | -1.4% |
| YTD | +10.4% | -19.9% | +30.3% | +10.2% |
| 1Y | +11.4% | -25.6% | +37.0% | +11.2% |
| 3Y | +40.4% | -29.9% | +70.3% | +40.4% |
| 5Y | +12.1% | -88.2% | +100.4% | +4.4% |
| 10Y | +82.7% | -81.7% | +164.4% | +74.5% |
| All | +563.7% | -70.3% | +634.0% | +629.4% |
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 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