+634.6%
P vs TMF
-82.1%
+716.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -2.0% |
| 7D | +11.6% | -9.3% | +20.9% | +10.9% |
| 30D | -23.7% | +1.9% | -25.6% | -23.5% |
| 3M | -8.0% | -11.2% | +3.3% | -8.5% |
| 6M | +27.9% | -17.7% | +45.6% | +26.7% |
| YTD | +61.2% | -24.5% | +85.6% | +58.9% |
| 1Y | +28.6% | -29.4% | +58.1% | +26.3% |
| 3Y | +200.5% | -33.4% | +233.9% | +197.2% |
| 5Y | +282.9% | -88.7% | +371.6% | +208.4% |
| All | +634.6% | -82.1% | +716.7% | +588.8% |
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