-48.8%
S vs TMF
-86.9%
+38.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -13.4% | +1.2% | -14.6% | -13.6% |
| 30D | -14.0% | +19.7% | -33.7% | -16.1% |
| 3M | +4.9% | -2.1% | +7.0% | +5.0% |
| 6M | +42.0% | -13.4% | +55.5% | +44.4% |
| YTD | +45.1% | -16.7% | +61.9% | +48.1% |
| 1Y | +33.1% | -23.3% | +56.4% | +37.3% |
| 3Y | +40.6% | -24.8% | +65.5% | +41.2% |
| 5Y | -67.5% | -88.0% | +20.6% | -59.7% |
| All | -48.8% | -86.9% | +38.1% | -39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling