+1,006.2%
TER vs TMF
-82.2%
+1,088.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.6% | -0.5% |
| 7D | -8.9% | -1.1% | -7.8% | -8.9% |
| 30D | -39.1% | +11.8% | -50.9% | -38.5% |
| 3M | -32.8% | -4.0% | -28.7% | -32.8% |
| 6M | -31.7% | -16.5% | -15.2% | -32.5% |
| YTD | +26.9% | -19.9% | +46.8% | +25.1% |
| 1Y | +33.6% | -25.6% | +59.1% | +30.9% |
| 3Y | +181.5% | -29.9% | +211.4% | +178.5% |
| 5Y | +76.1% | -88.2% | +164.4% | +36.7% |
| 10Y | +1,006.2% | -81.7% | +1,087.9% | +945.4% |
| All | +1,006.2% | -82.2% | +1,088.4% | +945.4% |
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