+65.5%
T vs TMF
-87.2%
+152.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | -1.3% | -1.4% | +0.2% | -1.3% |
| 30D | +11.4% | -2.8% | +14.2% | +11.2% |
| 3M | +14.3% | -10.9% | +25.2% | +13.6% |
| 6M | -9.3% | -21.3% | +12.1% | -10.4% |
| YTD | +7.1% | -15.9% | +23.0% | +6.2% |
| 1Y | -9.1% | -15.7% | +6.6% | -9.8% |
| 3Y | +105.3% | -43.4% | +148.7% | +100.1% |
| 5Y | +66.8% | -87.8% | +154.6% | +36.4% |
| All | +65.5% | -87.2% | +152.7% | +50.9% |
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