-41.5%
TMF vs USFR
+14.0%
-55.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -1.4% | +0.1% | -1.5% | -1.3% |
| 30D | -2.8% | +0.3% | -3.1% | -2.0% |
| 3M | -10.9% | +1.0% | -11.9% | -8.3% |
| 6M | -21.3% | +1.9% | -23.3% | -17.2% |
| YTD | -15.9% | +2.6% | -18.5% | -10.2% |
| 1Y | -15.7% | +4.0% | -19.7% | -7.5% |
| All | -41.5% | +14.0% | -55.5% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling