-87.7%
TMF vs BG
+84.8%
-172.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | +0.5% |
| 7D | +1.0% | +2.4% | -1.4% | +1.3% |
| 30D | -1.8% | +15.0% | -16.9% | +0.1% |
| 3M | -8.2% | -0.7% | -7.6% | -8.1% |
| 6M | -19.5% | +7.5% | -27.0% | -18.4% |
| YTD | -16.0% | +41.6% | -57.6% | -11.4% |
| 1Y | -22.5% | +50.7% | -73.2% | -17.4% |
| 3Y | -42.3% | +20.3% | -62.6% | -41.9% |
| 5Y | -87.7% | +85.2% | -172.9% | -84.4% |
| All | -87.7% | +84.8% | -172.4% | -84.4% |
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 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