-88.0%
TMF vs FIVE
+15.3%
-103.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.8% | +0.9% |
| 7D | +2.7% | -1.7% | +4.4% | +2.8% |
| 30D | +19.3% | +14.9% | +4.4% | +18.1% |
| 3M | -3.7% | +7.6% | -11.3% | -4.2% |
| 6M | -11.3% | +6.4% | -17.7% | -11.9% |
| YTD | -16.6% | +28.1% | -44.7% | -18.1% |
| 1Y | -21.1% | +54.7% | -75.8% | -23.5% |
| 3Y | -26.8% | +36.1% | -62.9% | -28.3% |
| 5Y | -88.0% | +14.9% | -102.9% | -89.6% |
| All | -88.0% | +15.3% | -103.3% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling