-82.1%
TMF vs FIVE
+868.1%
-950.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | +0.7% |
| 7D | -1.4% | +4.3% | -5.7% | -1.1% |
| 30D | -2.8% | +12.5% | -15.3% | -2.0% |
| 3M | -10.9% | +31.2% | -42.1% | -9.1% |
| 6M | -21.3% | +14.4% | -35.7% | -20.4% |
| YTD | -15.9% | +33.9% | -49.8% | -13.8% |
| 1Y | -15.7% | +65.1% | -80.8% | -12.0% |
| 3Y | -43.4% | +49.0% | -92.3% | -40.9% |
| 5Y | -87.8% | +30.3% | -118.1% | -87.3% |
| 10Y | -86.7% | +481.1% | -567.8% | -81.3% |
| All | -82.1% | +868.1% | -950.3% | -69.7% |
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