+54.6%
TER vs TMF
-88.0%
+142.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.7% | +2.6% |
| 7D | -20.5% | +1.2% | -21.7% | -20.5% |
| 30D | -47.0% | +19.7% | -66.7% | -47.2% |
| 3M | -43.3% | -2.1% | -41.2% | -43.2% |
| 6M | -42.9% | -13.4% | -29.5% | -42.7% |
| YTD | +12.9% | -16.7% | +29.6% | +13.3% |
| 1Y | +18.2% | -23.3% | +41.5% | +18.6% |
| 3Y | +151.8% | -24.8% | +176.6% | +151.7% |
| All | +54.6% | -88.0% | +142.6% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling