-84.3%
TMF vs FIVE
+563.4%
-647.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | +19.7% | +17.7% | +2.1% | +20.6% |
| 3M | -2.1% | +4.0% | -6.1% | -1.9% |
| 6M | -13.4% | +2.6% | -16.1% | -13.3% |
| YTD | -16.7% | +27.6% | -44.3% | -15.5% |
| 1Y | -23.3% | +59.9% | -83.3% | -21.1% |
| 3Y | -24.8% | +35.8% | -60.6% | -23.4% |
| 5Y | -88.0% | +14.4% | -102.5% | -88.1% |
| All | -84.3% | +563.4% | -647.8% | -79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling