-81.7%
TMF vs FIVE
+562.8%
-644.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | -1.1% | +7.3% | -8.4% | -0.8% |
| 30D | +11.8% | +18.1% | -6.2% | +12.6% |
| 3M | -4.0% | +7.7% | -11.8% | -3.7% |
| 6M | -16.5% | +13.6% | -30.1% | -16.0% |
| YTD | -19.9% | +34.6% | -54.5% | -18.6% |
| 1Y | -25.6% | +66.2% | -91.8% | -23.4% |
| 3Y | -29.9% | +43.5% | -73.3% | -28.4% |
| 5Y | -88.2% | +20.7% | -108.9% | -88.2% |
| 10Y | -81.7% | +541.5% | -623.2% | -77.0% |
| All | -81.7% | +562.8% | -644.5% | -77.0% |
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