+23.1%
Q vs TMF
-26.8%
+49.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.3% |
| 7D | +0.3% | +1.2% | -0.9% | +0.1% |
| 30D | -9.8% | +19.7% | -29.5% | -14.0% |
| 3M | -12.2% | -2.1% | -10.1% | -10.8% |
| 6M | -21.6% | -13.4% | -8.2% | -17.1% |
| YTD | +43.6% | -16.7% | +60.3% | +53.1% |
| 1Y | +25.7% | -23.3% | +49.0% | +35.9% |
| All | +23.1% | -26.8% | +49.9% | +31.4% |
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