+167.1%
P vs TMF
-25.2%
+192.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +0.6% | -17.0% | -16.4% |
| 7D | -31.9% | +2.7% | -34.6% | -31.9% |
| 30D | -36.5% | +19.3% | -55.8% | -36.7% |
| 3M | +11.6% | -3.7% | +15.2% | +12.1% |
| 6M | +25.2% | -11.3% | +36.5% | +25.9% |
| YTD | +39.4% | -16.6% | +56.0% | +40.3% |
| 1Y | -3.7% | -21.1% | +17.4% | -2.9% |
| All | +167.1% | -25.2% | +192.3% | +142.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling