+192.8%
TER vs TMF
-29.8%
+222.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.1% | +12.7% | +12.7% |
| 7D | -5.8% | +0.6% | -6.3% | -5.7% |
| 30D | -38.9% | +16.3% | -55.2% | -39.2% |
| 3M | -35.1% | -2.7% | -32.4% | -34.9% |
| 6M | -31.6% | -13.2% | -18.4% | -31.0% |
| YTD | +27.2% | -16.7% | +43.9% | +28.2% |
| 1Y | +35.2% | -22.7% | +57.9% | +35.9% |
| 3Y | +192.8% | -26.1% | +218.9% | +185.2% |
| All | +192.8% | -29.8% | +222.6% | +185.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling