+7,325.1%
TER vs TMF
-68.9%
+7,393.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.6% |
| 7D | +0.6% | -1.4% | +2.1% | +0.3% |
| 30D | -8.3% | -2.8% | -5.4% | -8.6% |
| 3M | -12.2% | -10.9% | -1.3% | -14.0% |
| 6M | +17.1% | -21.3% | +38.4% | +11.7% |
| YTD | +84.7% | -15.9% | +100.5% | +78.7% |
| 1Y | +199.9% | -15.7% | +215.7% | +191.4% |
| 3Y | +232.8% | -43.4% | +276.1% | +207.2% |
| 5Y | +198.6% | -87.8% | +286.3% | +97.3% |
| 10Y | +1,669.7% | -86.7% | +1,756.5% | +1,258.9% |
| All | +7,325.1% | -68.9% | +7,393.9% | +10,431.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling