+53.4%
T vs TMF
-88.0%
+141.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +1.0% | +1.2% | -0.2% | +1.0% |
| 30D | -10.6% | +19.7% | -30.3% | -11.2% |
| 3M | -7.7% | -2.1% | -5.6% | -7.7% |
| 6M | -13.3% | -13.4% | +0.1% | -12.9% |
| YTD | -8.8% | -16.7% | +8.0% | -8.3% |
| 1Y | -8.4% | -23.3% | +14.9% | -7.7% |
| 3Y | +59.6% | -24.8% | +84.5% | +60.9% |
| All | +53.4% | -88.0% | +141.4% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling