+208.2%
TGT vs TMF
-86.2%
+294.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -3.3% |
| 7D | -3.6% | -0.9% | -2.7% | -3.6% |
| 30D | +4.4% | -1.0% | +5.4% | +4.4% |
| 3M | +25.4% | -11.3% | +36.6% | +24.7% |
| 6M | +33.4% | -22.7% | +56.1% | +31.9% |
| YTD | +65.6% | -17.3% | +82.9% | +64.4% |
| 1Y | +80.3% | -22.5% | +102.8% | +78.6% |
| 3Y | +42.1% | -43.2% | +85.4% | +39.3% |
| 5Y | -25.0% | -88.3% | +63.3% | -37.3% |
| 10Y | +208.2% | -86.0% | +294.2% | +177.0% |
| All | +208.2% | -86.2% | +294.4% | +177.0% |
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