-82.3%
TMF vs FIVE
+826.1%
-908.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.8% | +0.3% |
| 7D | +2.7% | -1.7% | +4.4% | +2.6% |
| 30D | +19.3% | +14.9% | +4.4% | +20.4% |
| 3M | -3.7% | +7.6% | -11.3% | -3.1% |
| 6M | -11.3% | +6.4% | -17.7% | -10.8% |
| YTD | -16.6% | +28.1% | -44.7% | -14.8% |
| 1Y | -21.1% | +54.7% | -75.8% | -18.2% |
| 3Y | -26.8% | +36.1% | -62.9% | -24.3% |
| 5Y | -88.0% | +14.9% | -102.9% | -87.8% |
| 10Y | -84.7% | +578.8% | -663.5% | -77.8% |
| All | -82.3% | +826.1% | -908.4% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling