+0.7%
PL vs TMF
-22.9%
+23.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.2% | +10.5% | +10.4% |
| 7D | -6.8% | +1.2% | -8.0% | -6.8% |
| 30D | -29.3% | +19.7% | -49.0% | -30.3% |
| 3M | -44.8% | -2.1% | -42.7% | -44.1% |
| 6M | -68.4% | -13.4% | -54.9% | -68.5% |
| YTD | -36.4% | -16.7% | -19.6% | -37.4% |
| 1Y | +0.7% | -23.3% | +24.1% | -0.9% |
| All | +0.7% | -22.9% | +23.6% | -0.9% |
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