-81.7%
TMF vs BG
+95.6%
-177.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.1% | -4.2% |
| 7D | -1.1% | +5.0% | -6.0% | -0.3% |
| 30D | +11.8% | -3.2% | +15.0% | +11.3% |
| 3M | -4.0% | -11.2% | +7.1% | -5.7% |
| 6M | -16.5% | -19.4% | +2.9% | -19.2% |
| YTD | -19.9% | +13.6% | -33.5% | -17.5% |
| 1Y | -25.6% | +7.3% | -32.8% | -24.1% |
| 3Y | -29.9% | +3.8% | -33.6% | -28.7% |
| 5Y | -88.2% | +23.2% | -111.4% | -87.3% |
| 10Y | -81.7% | +97.9% | -179.7% | -76.6% |
| All | -81.7% | +95.6% | -177.3% | -76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling