-9.4%
T vs TMF
-29.9%
+20.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.1% | -0.1% |
| 7D | +1.6% | -8.2% | +9.8% | +2.1% |
| 30D | -2.9% | +5.3% | -8.3% | -2.7% |
| 3M | -7.5% | -8.5% | +1.0% | -7.7% |
| 6M | -9.9% | -17.2% | +7.3% | -10.1% |
| YTD | -6.4% | -23.4% | +17.0% | -6.9% |
| 1Y | -9.4% | -30.2% | +20.8% | -9.6% |
| All | -9.4% | -29.9% | +20.5% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling