+80.9%
TFC vs TMF
-82.2%
+163.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.7% | -0.8% |
| 7D | +1.7% | -1.1% | +2.8% | +1.5% |
| 30D | +9.0% | +11.8% | -2.8% | +11.2% |
| 3M | -2.1% | -4.0% | +1.9% | -2.7% |
| 6M | +3.4% | -16.5% | +19.9% | +0.2% |
| YTD | +5.3% | -19.9% | +25.2% | +1.4% |
| 1Y | +16.2% | -25.6% | +41.7% | +10.4% |
| 3Y | +94.8% | -29.9% | +124.7% | +88.0% |
| 5Y | -0.7% | -88.2% | +87.6% | -43.9% |
| 10Y | +80.9% | -81.7% | +162.6% | +40.9% |
| All | +80.9% | -82.2% | +163.1% | +40.9% |
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