+24.5%
Q vs TMF
-33.6%
+58.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.2% | -3.3% |
| 7D | +1.2% | -9.3% | +10.4% | +2.7% |
| 30D | -2.7% | +1.9% | -4.6% | -3.9% |
| 3M | -16.9% | -11.2% | -5.7% | -14.3% |
| 6M | -26.9% | -17.7% | -9.2% | -22.6% |
| YTD | +45.2% | -24.5% | +69.7% | +57.3% |
| 1Y | +38.1% | -29.4% | +67.6% | +52.3% |
| All | +24.5% | -33.6% | +58.1% | +35.0% |
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