+328.6%
TFC vs TMF
-69.2%
+397.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -1.0% |
| 7D | +1.2% | +1.2% | 0.0% | +1.5% |
| 30D | +8.3% | +19.7% | -11.4% | +12.7% |
| 3M | -5.2% | -2.1% | -3.1% | -5.5% |
| 6M | -0.8% | -13.4% | +12.7% | -3.8% |
| YTD | +3.4% | -16.7% | +20.2% | -0.4% |
| 1Y | +17.0% | -23.3% | +40.3% | +10.6% |
| 3Y | +86.2% | -24.8% | +111.0% | +80.4% |
| 5Y | -2.3% | -88.0% | +85.8% | -41.1% |
| 10Y | +93.9% | -84.7% | +178.6% | +49.8% |
| All | +328.6% | -69.2% | +397.8% | +332.6% |
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 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