+54.1%
T vs TMF
-83.0%
+137.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.7% | +0.6% | +1.1% | +1.7% |
| 30D | -1.7% | +16.3% | -18.0% | -0.9% |
| 3M | -7.3% | -2.7% | -4.6% | -7.5% |
| 6M | -11.2% | -13.2% | +2.0% | -11.9% |
| YTD | -8.1% | -16.7% | +8.6% | -8.9% |
| 1Y | -8.0% | -22.7% | +14.7% | -9.2% |
| 3Y | +62.1% | -26.1% | +88.2% | +61.5% |
| 5Y | +55.7% | -88.4% | +144.1% | +24.7% |
| 10Y | +54.1% | -81.8% | +136.0% | +34.6% |
| All | +54.1% | -83.0% | +137.1% | +34.6% |
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