-47.8%
S vs TMF
-88.1%
+40.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | +2.0% | -9.3% | +11.2% | +3.3% |
| 30D | -2.7% | +1.9% | -4.7% | -3.0% |
| 3M | -6.9% | -11.2% | +4.4% | -5.5% |
| 6M | +38.1% | -17.7% | +55.8% | +41.3% |
| YTD | +48.0% | -24.5% | +72.5% | +53.0% |
| 1Y | +34.5% | -29.4% | +63.9% | +40.3% |
| 3Y | +38.3% | -33.4% | +71.7% | +41.4% |
| 5Y | -70.9% | -88.7% | +17.8% | -63.9% |
| All | -47.8% | -88.1% | +40.3% | -37.2% |
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