+460.1%
TEAM vs TMF
-84.4%
+544.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.2% | -16.0% | -16.1% |
| 7D | -19.8% | +1.2% | -21.0% | -19.9% |
| 30D | -21.5% | +19.7% | -41.2% | -22.4% |
| 3M | +39.5% | -2.1% | +41.6% | +39.6% |
| 6M | +73.1% | -13.4% | +86.5% | +74.3% |
| YTD | -5.2% | -16.7% | +11.5% | -4.4% |
| 1Y | -1.6% | -23.3% | +21.8% | -0.2% |
| 3Y | -11.4% | -24.8% | +13.4% | -11.1% |
| 5Y | -65.1% | -88.0% | +23.0% | -65.0% |
| All | +460.1% | -84.4% | +544.5% | +529.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling