+63.1%
T vs TMF
-30.8%
+93.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.0% |
| 7D | +2.6% | -1.1% | +3.6% | +2.7% |
| 30D | -1.1% | +11.8% | -12.9% | -1.9% |
| 3M | -7.7% | -4.0% | -3.7% | -7.6% |
| 6M | -10.6% | -16.5% | +5.9% | -9.5% |
| YTD | -7.5% | -19.9% | +12.4% | -6.2% |
| 1Y | -7.4% | -25.6% | +18.1% | -5.5% |
| 3Y | +63.1% | -29.9% | +92.9% | +64.8% |
| All | +63.1% | -30.8% | +93.8% | +64.8% |
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