+708.4%
P vs TMF
-86.8%
+795.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +6.5% | -1.4% | +8.0% | +6.4% |
| 30D | +18.8% | -2.8% | +21.7% | +18.7% |
| 3M | +26.7% | -10.9% | +37.7% | +25.9% |
| 6M | +62.2% | -21.3% | +83.5% | +59.8% |
| YTD | +48.5% | -15.9% | +64.4% | +47.1% |
| 1Y | +26.4% | -15.7% | +42.1% | +25.3% |
| 3Y | +159.4% | -43.4% | +202.8% | +151.8% |
| 5Y | +275.8% | -87.8% | +363.6% | +201.1% |
| All | +708.4% | -86.8% | +795.1% | +638.5% |
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