-68.9%
TMF vs BG
+174.4%
-243.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | +0.6% |
| 7D | +0.6% | +7.4% | -6.8% | +2.6% |
| 30D | +16.3% | -1.5% | +17.8% | +15.9% |
| 3M | -2.7% | -6.1% | +3.4% | -4.0% |
| 6M | -13.2% | -18.0% | +4.8% | -17.3% |
| YTD | -16.7% | +15.6% | -32.3% | -12.2% |
| 1Y | -22.7% | +9.6% | -32.3% | -19.8% |
| 3Y | -26.1% | +6.3% | -32.4% | -23.3% |
| 5Y | -88.4% | +24.6% | -113.0% | -86.8% |
| 10Y | -81.8% | +98.1% | -180.0% | -73.7% |
| All | -68.9% | +174.4% | -243.3% | -36.3% |
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