+20.3%
RF vs TMF
-30.5%
+50.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.4% |
| 7D | +1.9% | -9.3% | +11.2% | +3.3% |
| 30D | +7.3% | +1.9% | +5.4% | +7.1% |
| 3M | -7.9% | -11.2% | +3.3% | -6.8% |
| 6M | +10.5% | -17.7% | +28.2% | +12.6% |
| YTD | +9.6% | -24.5% | +34.1% | +10.9% |
| 1Y | +20.3% | -29.4% | +49.7% | +23.6% |
| All | +20.3% | -30.5% | +50.8% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling