+284.6%
T vs TMF
-69.1%
+353.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +4.3% | +2.7% | +1.6% | +4.5% |
| 30D | -9.7% | +19.3% | -29.0% | -8.6% |
| 3M | -4.3% | -3.7% | -0.6% | -4.5% |
| 6M | -13.7% | -11.3% | -2.3% | -14.3% |
| YTD | -8.0% | -16.6% | +8.6% | -8.9% |
| 1Y | -6.9% | -21.1% | +14.2% | -8.2% |
| 3Y | +59.7% | -26.8% | +86.5% | +58.4% |
| 5Y | +53.4% | -88.0% | +141.5% | +30.5% |
| 10Y | +58.2% | -84.7% | +142.9% | +42.7% |
| All | +284.6% | -69.1% | +353.7% | +305.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling