-24.3%
TMF vs BG
+7.2%
-31.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | 0.0% | +2.6% |
| 7D | +4.0% | -3.8% | +7.7% | +3.7% |
| 30D | +19.5% | -9.6% | +29.1% | +18.7% |
| 3M | -3.5% | -8.5% | +5.0% | -4.0% |
| 6M | -10.6% | -23.0% | +12.5% | -12.2% |
| YTD | -17.1% | +10.9% | -27.9% | -16.2% |
| 1Y | -24.3% | +6.0% | -30.2% | -23.6% |
| All | -24.3% | +7.2% | -31.5% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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