+238.6%
P vs TMF
-88.0%
+326.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | -23.8% | +1.2% | -25.0% | -23.8% |
| 30D | -36.6% | +19.7% | -56.4% | -37.0% |
| 3M | +10.9% | -2.1% | +13.0% | +11.0% |
| 6M | +30.0% | -13.4% | +43.4% | +30.6% |
| YTD | +44.4% | -16.7% | +61.1% | +45.2% |
| 1Y | +3.9% | -23.3% | +27.3% | +4.8% |
| 3Y | +176.6% | -24.8% | +201.4% | +176.4% |
| All | +238.6% | -88.0% | +326.6% | +230.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling