+4,324.3%
TER vs TMF
-69.1%
+4,393.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.6% | -15.8% | -15.1% |
| 7D | -28.2% | +2.7% | -30.9% | -27.8% |
| 30D | -50.6% | +19.3% | -69.9% | -48.7% |
| 3M | -45.3% | -3.7% | -41.7% | -45.4% |
| 6M | -40.4% | -11.3% | -29.1% | -41.5% |
| YTD | +10.0% | -16.6% | +26.6% | +6.8% |
| 1Y | +13.6% | -21.1% | +34.7% | +9.1% |
| 3Y | +145.2% | -26.8% | +172.0% | +139.2% |
| 5Y | +50.4% | -88.0% | +138.4% | -0.9% |
| 10Y | +882.9% | -84.7% | +967.6% | +692.8% |
| All | +4,324.3% | -69.1% | +4,393.4% | +6,193.0% |
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