+33.0%
Q vs TMF
-29.8%
+62.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +4.9% | -5.1% | +10.0% | +6.7% |
| 30D | -11.0% | -4.6% | -6.4% | -9.7% |
| 3M | -15.2% | -16.6% | +1.4% | -9.4% |
| 6M | +8.8% | -19.9% | +28.7% | +17.0% |
| YTD | +55.1% | -20.2% | +75.2% | +66.2% |
| All | +33.0% | -29.8% | +62.7% | +42.7% |
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