+95.1%
TFC vs TMF
-28.1%
+123.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.2% | -3.4% | +2.2% | -0.9% |
| 30D | +7.8% | +11.5% | -3.7% | +6.9% |
| 3M | -3.0% | -4.5% | +1.5% | -2.7% |
| 6M | +5.8% | -15.0% | +20.8% | +6.8% |
| YTD | +5.3% | -19.9% | +25.1% | +6.6% |
| 1Y | +15.7% | -26.6% | +42.2% | +17.6% |
| All | +95.1% | -28.1% | +123.2% | +95.6% |
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