+80.3%
TGT vs TMF
-23.1%
+103.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -3.1% |
| 7D | -3.6% | -0.9% | -2.7% | -3.5% |
| 30D | +4.4% | -1.0% | +5.4% | +4.4% |
| 3M | +25.4% | -11.3% | +36.6% | +25.6% |
| 6M | +33.4% | -22.7% | +56.1% | +31.7% |
| YTD | +65.6% | -17.3% | +82.9% | +66.0% |
| 1Y | +80.3% | -22.5% | +102.8% | +83.4% |
| All | +80.3% | -23.1% | +103.4% | +83.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling