+201.6%
TGT vs TMF
-82.1%
+283.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.3% |
| 7D | +2.6% | -9.3% | +11.9% | +2.3% |
| 30D | +4.7% | +1.9% | +2.8% | +4.8% |
| 3M | +4.6% | -11.2% | +15.8% | +4.1% |
| 6M | +34.9% | -17.7% | +52.6% | +33.9% |
| YTD | +70.9% | -24.5% | +95.4% | +69.2% |
| 1Y | +84.4% | -29.4% | +113.8% | +82.0% |
| 3Y | +69.1% | -33.4% | +102.5% | +68.0% |
| 5Y | -26.9% | -88.7% | +61.8% | -38.6% |
| All | +201.6% | -82.1% | +283.7% | +176.6% |
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 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