+995.4%
TER vs TMF
-82.1%
+1,077.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.5% |
| 7D | +14.4% | -9.3% | +23.6% | +13.5% |
| 30D | -30.6% | +1.9% | -32.5% | -30.4% |
| 3M | -39.2% | -11.2% | -28.0% | -39.5% |
| 6M | -31.3% | -17.7% | -13.6% | -32.1% |
| YTD | +29.1% | -24.5% | +53.5% | +26.7% |
| 1Y | +47.4% | -29.4% | +76.9% | +43.9% |
| 3Y | +191.2% | -33.4% | +224.7% | +187.0% |
| 5Y | +74.0% | -88.7% | +162.7% | +34.9% |
| All | +995.4% | -82.1% | +1,077.5% | +921.4% |
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