+622.2%
RF vs TMF
-68.9%
+691.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | 0.0% |
| 7D | +1.3% | -1.4% | +2.8% | +0.9% |
| 30D | -3.6% | -2.8% | -0.8% | -4.3% |
| 3M | +8.1% | -10.9% | +19.0% | +4.9% |
| 6M | +11.5% | -21.3% | +32.8% | +4.6% |
| YTD | +15.6% | -15.9% | +31.5% | +10.7% |
| 1Y | +15.7% | -15.7% | +31.4% | +11.2% |
| 3Y | +86.9% | -43.4% | +130.2% | +64.6% |
| 5Y | +89.8% | -87.8% | +177.6% | +5.1% |
| 10Y | +344.7% | -86.7% | +431.4% | +216.1% |
| All | +622.2% | -68.9% | +691.0% | +795.0% |
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