-82.1%
TMF vs FIVE
+504.2%
-586.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -9.3% | +2.7% | -11.9% | -9.2% |
| 30D | +1.9% | +12.7% | -10.7% | +2.4% |
| 3M | -11.2% | +2.1% | -13.3% | -11.1% |
| 6M | -17.7% | +17.5% | -35.2% | -17.0% |
| YTD | -24.5% | +31.0% | -55.4% | -23.3% |
| 1Y | -29.4% | +67.7% | -97.2% | -27.3% |
| 3Y | -33.4% | +43.4% | -76.8% | -31.9% |
| 5Y | -88.7% | +18.1% | -106.8% | -88.7% |
| All | -82.1% | +504.2% | -586.3% | -77.5% |
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