-22.7%
TGT vs TMF
-87.6%
+64.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -0.6% | +1.0% | -1.6% | -0.7% |
| 30D | +9.5% | -1.8% | +11.4% | +9.6% |
| 3M | +32.3% | -8.2% | +40.5% | +32.7% |
| 6M | +37.0% | -19.5% | +56.5% | +38.1% |
| YTD | +71.0% | -16.0% | +87.0% | +72.1% |
| 1Y | +85.0% | -22.5% | +107.5% | +86.7% |
| 3Y | +46.8% | -42.3% | +89.1% | +48.5% |
| 5Y | -22.7% | -87.7% | +65.0% | -22.8% |
| All | -22.7% | -87.6% | +64.9% | -22.8% |
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