-29.4%
TMF vs BG
+8.3%
-37.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.0% | -1.3% |
| 7D | -9.3% | +2.6% | -11.8% | -9.2% |
| 30D | +1.9% | -6.7% | +8.6% | +1.6% |
| 3M | -11.2% | -9.3% | -2.0% | -11.7% |
| 6M | -17.7% | -18.3% | +0.6% | -18.7% |
| YTD | -24.5% | +16.2% | -40.6% | -24.9% |
| 1Y | -29.4% | +7.6% | -37.0% | -29.4% |
| All | -29.4% | +8.3% | -37.8% | -29.4% |
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