-88.4%
TMF vs BG
+25.1%
-113.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | +0.3% |
| 7D | +0.6% | +7.4% | -6.8% | +1.5% |
| 30D | +16.3% | -1.5% | +17.8% | +16.1% |
| 3M | -2.7% | -6.1% | +3.4% | -3.3% |
| 6M | -13.2% | -18.0% | +4.8% | -15.1% |
| YTD | -16.7% | +15.6% | -32.3% | -14.4% |
| 1Y | -22.7% | +9.6% | -32.3% | -21.2% |
| 3Y | -26.1% | +6.3% | -32.4% | -26.1% |
| 5Y | -88.4% | +24.6% | -113.0% | -87.1% |
| All | -88.4% | +25.1% | -113.5% | -87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling