+61.4%
T vs TMF
-81.8%
+143.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +2.0% | -3.4% | +5.3% | +1.8% |
| 30D | -1.0% | +11.5% | -12.5% | -0.4% |
| 3M | -8.1% | -4.5% | -3.6% | -8.3% |
| 6M | -8.3% | -15.0% | +6.7% | -9.1% |
| YTD | -6.1% | -19.9% | +13.7% | -7.2% |
| 1Y | -7.4% | -26.6% | +19.2% | -8.9% |
| 3Y | +65.4% | -29.8% | +95.3% | +64.2% |
| 5Y | +57.6% | -88.2% | +145.8% | +26.9% |
| 10Y | +61.4% | -81.4% | +142.8% | +38.2% |
| All | +61.4% | -81.8% | +143.1% | +38.2% |
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