+65.5%
T vs TMF
-32.2%
+97.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | +2.5% | -9.3% | +11.8% | +3.4% |
| 30D | -3.8% | +1.9% | -5.7% | -3.9% |
| 3M | -8.7% | -11.2% | +2.5% | -8.0% |
| 6M | -8.1% | -17.7% | +9.6% | -6.9% |
| YTD | -6.4% | -24.5% | +18.0% | -4.7% |
| 1Y | -9.8% | -29.4% | +19.7% | -7.5% |
| 3Y | +65.5% | -33.4% | +98.9% | +68.1% |
| All | +65.5% | -32.2% | +97.7% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling