+59.1%
T vs TMF
-81.8%
+140.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +0.4% |
| 7D | +2.6% | -1.1% | +3.6% | +2.5% |
| 30D | -1.1% | +11.8% | -12.9% | -0.5% |
| 3M | -7.7% | -4.0% | -3.7% | -7.9% |
| 6M | -10.6% | -16.5% | +5.9% | -11.5% |
| YTD | -7.5% | -19.9% | +12.4% | -8.5% |
| 1Y | -7.4% | -25.6% | +18.1% | -8.8% |
| 3Y | +63.1% | -29.9% | +92.9% | +61.8% |
| 5Y | +55.2% | -88.2% | +143.4% | +24.9% |
| All | +59.1% | -81.8% | +140.8% | +36.2% |
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