-40.9%
TMF vs FIVE
+50.0%
-91.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | 0.0% |
| 7D | -1.4% | +4.3% | -5.7% | -1.7% |
| 30D | -2.8% | +12.5% | -15.3% | -3.6% |
| 3M | -10.9% | +31.2% | -42.1% | -12.5% |
| 6M | -21.3% | +14.4% | -35.7% | -22.1% |
| YTD | -15.9% | +33.9% | -49.8% | -17.5% |
| 1Y | -15.7% | +65.1% | -80.8% | -18.3% |
| All | -40.9% | +50.0% | -91.0% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling