-86.5%
TMF vs USFR
+28.1%
-114.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | 0.0% |
| 7D | +1.0% | +0.1% | +0.9% | +1.1% |
| 30D | -1.8% | +0.3% | -2.2% | -1.3% |
| 3M | -8.2% | +1.0% | -9.2% | -6.7% |
| 6M | -19.5% | +1.9% | -21.4% | -16.9% |
| YTD | -16.0% | +2.7% | -18.6% | -12.2% |
| 1Y | -22.5% | +4.0% | -26.5% | -17.3% |
| 3Y | -42.3% | +14.0% | -56.3% | -29.5% |
| 5Y | -87.7% | +20.4% | -108.1% | -83.6% |
| 10Y | -86.5% | +28.1% | -114.6% | -79.1% |
| All | -86.5% | +28.1% | -114.6% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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