-42.2%
TMF vs BG
+14.9%
-57.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.3% |
| 7D | -1.4% | +2.8% | -4.2% | -1.4% |
| 30D | -2.8% | +12.0% | -14.9% | -2.7% |
| 3M | -10.9% | -7.7% | -3.2% | -10.9% |
| 6M | -21.3% | +4.5% | -25.8% | -21.3% |
| YTD | -15.9% | +35.7% | -51.6% | -16.0% |
| 1Y | -15.7% | +50.1% | -65.8% | -16.0% |
| All | -42.2% | +14.9% | -57.2% | -48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling