+17.3%
TFC vs TMF
-87.5%
+104.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +2.4% | -1.4% | +3.9% | +2.4% |
| 30D | -1.3% | -2.8% | +1.5% | -1.3% |
| 3M | +6.1% | -10.9% | +17.0% | +6.1% |
| 6M | +7.3% | -21.3% | +28.7% | +7.2% |
| YTD | +8.2% | -15.9% | +24.1% | +8.2% |
| 1Y | +14.4% | -15.7% | +30.2% | +14.4% |
| 3Y | +93.7% | -43.4% | +137.1% | +90.9% |
| All | +17.3% | -87.5% | +104.8% | -10.1% |
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 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