-68.7%
TMF vs BG
+221.9%
-290.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | 0.0% |
| 7D | -1.4% | +2.8% | -4.2% | -0.6% |
| 30D | -2.8% | +12.0% | -14.9% | +0.4% |
| 3M | -10.9% | -7.7% | -3.2% | -12.6% |
| 6M | -21.3% | +4.5% | -25.8% | -19.8% |
| YTD | -15.9% | +35.7% | -51.6% | -7.5% |
| 1Y | -15.7% | +50.1% | -65.8% | -4.3% |
| 3Y | -43.4% | +12.6% | -56.0% | -40.6% |
| 5Y | -87.8% | +75.4% | -163.2% | -84.5% |
| 10Y | -86.7% | +150.5% | -237.2% | -79.3% |
| All | -68.7% | +221.9% | -290.6% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling