+180.5%
PL vs TMF
-15.2%
+195.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.3% |
| 7D | -9.3% | -1.4% | -7.9% | -9.0% |
| 30D | -18.9% | -2.8% | -16.1% | -18.3% |
| 3M | -58.4% | -10.9% | -47.5% | -57.4% |
| 6M | -30.3% | -21.3% | -9.0% | -28.2% |
| YTD | -8.1% | -15.9% | +7.8% | -7.3% |
| 1Y | +180.5% | -15.7% | +196.2% | +128.1% |
| All | +180.5% | -15.2% | +195.7% | +128.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling