+88.3%
RF vs TMF
-42.2%
+130.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | +1.3% | -1.4% | +2.8% | +1.4% |
| 30D | -3.6% | -2.8% | -0.8% | -3.4% |
| 3M | +8.1% | -10.9% | +19.0% | +8.9% |
| 6M | +11.5% | -21.3% | +32.8% | +13.0% |
| YTD | +15.6% | -15.9% | +31.5% | +16.6% |
| 1Y | +15.7% | -15.7% | +31.4% | +16.5% |
| All | +88.3% | -42.2% | +130.5% | +88.2% |
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