+15.8%
Q vs TMF
-26.6%
+42.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.6% | -7.9% | -7.4% |
| 7D | -10.3% | +2.7% | -13.0% | -10.7% |
| 30D | -17.7% | +19.3% | -37.0% | -21.3% |
| 3M | -18.8% | -3.7% | -15.2% | -16.9% |
| 6M | -24.8% | -11.3% | -13.5% | -21.1% |
| YTD | +35.0% | -16.6% | +51.6% | +43.9% |
| 1Y | +10.7% | -21.1% | +31.8% | +20.5% |
| All | +15.8% | -26.6% | +42.4% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling