+209.8%
RF vs TMF
-81.8%
+291.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +4.0% | -1.3% |
| 7D | +0.4% | -8.2% | +8.5% | -1.2% |
| 30D | +5.6% | +5.3% | +0.2% | +6.7% |
| 3M | -8.9% | -8.5% | -0.4% | -10.3% |
| 6M | +7.1% | -17.2% | +24.3% | +3.4% |
| YTD | +8.3% | -23.4% | +31.7% | +3.2% |
| 1Y | +16.8% | -30.2% | +47.1% | +9.2% |
| 3Y | +115.0% | -32.9% | +147.9% | +105.0% |
| 5Y | +46.4% | -88.5% | +135.0% | -18.9% |
| All | +209.8% | -81.8% | +291.7% | +160.4% |
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 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