-24.3%
TMF vs FIVE
+63.3%
-87.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.7% | -4.2% | +1.3% |
| 7D | +4.0% | +7.5% | -3.5% | +2.6% |
| 30D | +19.5% | +16.7% | +2.7% | +16.2% |
| 3M | -3.5% | +13.4% | -16.9% | -5.6% |
| 6M | -10.6% | +9.0% | -19.6% | -12.2% |
| YTD | -17.1% | +33.8% | -50.9% | -19.6% |
| 1Y | -24.3% | +61.2% | -85.4% | -28.7% |
| All | -24.3% | +63.3% | -87.5% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling