+566.3%
TGT vs TMF
-68.9%
+635.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +0.8% | -1.4% | +2.2% | +0.7% |
| 30D | +12.2% | -2.8% | +15.0% | +12.0% |
| 3M | +33.8% | -10.9% | +44.7% | +32.6% |
| 6M | +39.3% | -21.3% | +60.6% | +36.8% |
| YTD | +72.9% | -15.9% | +88.7% | +70.8% |
| 1Y | +84.6% | -15.7% | +100.3% | +82.6% |
| 3Y | +46.2% | -43.4% | +89.6% | +41.5% |
| 5Y | -21.3% | -87.8% | +66.4% | -34.5% |
| 10Y | +213.5% | -86.7% | +300.3% | +178.5% |
| All | +566.3% | -68.9% | +635.2% | +555.9% |
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