+574.5%
RF vs TMF
-69.1%
+643.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.0% |
| 7D | -1.6% | +2.7% | -4.3% | -0.9% |
| 30D | +5.0% | +19.3% | -14.3% | +10.1% |
| 3M | -10.0% | -3.7% | -6.3% | -10.8% |
| 6M | +3.3% | -11.3% | +14.6% | +0.2% |
| YTD | +7.9% | -16.6% | +24.5% | +3.2% |
| 1Y | +21.2% | -21.1% | +42.4% | +14.2% |
| 3Y | +105.8% | -26.8% | +132.6% | +95.9% |
| 5Y | +43.7% | -88.0% | +131.8% | -21.5% |
| 10Y | +289.4% | -84.7% | +374.1% | +191.0% |
| All | +574.5% | -69.1% | +643.6% | +734.2% |
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 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