+199.9%
TER vs TMF
-15.2%
+215.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.4% |
| 7D | +0.6% | -1.4% | +2.1% | +0.8% |
| 30D | -8.3% | -2.8% | -5.4% | -7.6% |
| 3M | -12.2% | -10.9% | -1.3% | -9.9% |
| 6M | +17.1% | -21.3% | +38.4% | +15.0% |
| YTD | +84.7% | -15.9% | +100.5% | +87.5% |
| 1Y | +199.9% | -15.7% | +215.7% | +193.3% |
| All | +199.9% | -15.2% | +215.2% | +193.3% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling