+652.6%
P vs TMF
-82.2%
+734.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.0% | -1.1% |
| 7D | -13.3% | -1.1% | -12.3% | -13.4% |
| 30D | -34.0% | +11.8% | -45.8% | -33.4% |
| 3M | +4.1% | -4.0% | +8.1% | +4.0% |
| 6M | +30.5% | -16.5% | +47.0% | +29.4% |
| YTD | +52.2% | -19.9% | +72.1% | +50.6% |
| 1Y | +10.3% | -25.6% | +35.9% | +8.7% |
| 3Y | +180.9% | -29.9% | +210.7% | +178.7% |
| 5Y | +259.7% | -88.2% | +348.0% | +189.2% |
| 10Y | +652.6% | -81.7% | +734.3% | +618.4% |
| All | +652.6% | -82.2% | +734.8% | +618.4% |
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 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