+46.0%
RF vs TMF
-88.9%
+134.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.9% |
| 7D | +0.3% | -1.1% | +1.4% | +0.3% |
| 30D | +6.2% | +11.8% | -5.6% | +6.4% |
| 3M | -7.8% | -4.0% | -3.8% | -7.9% |
| 6M | +5.9% | -16.5% | +22.5% | +5.5% |
| YTD | +9.0% | -19.9% | +28.9% | +8.5% |
| 1Y | +19.3% | -25.6% | +44.8% | +18.5% |
| 3Y | +116.4% | -29.9% | +146.3% | +116.2% |
| 5Y | +46.0% | -88.2% | +134.3% | -0.2% |
| All | +46.0% | -88.9% | +134.9% | -0.2% |
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 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