-33.4%
TMF vs USFR
+14.4%
-47.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.1% |
| 7D | -9.3% | +0.1% | -9.3% | -8.5% |
| 30D | +1.9% | +0.4% | +1.6% | +7.0% |
| 3M | -11.2% | +1.1% | -12.3% | +2.5% |
| 6M | -17.7% | +2.0% | -19.7% | +9.2% |
| YTD | -24.5% | +3.5% | -27.9% | +23.1% |
| 1Y | -29.4% | +4.1% | -33.5% | +26.2% |
| 3Y | -33.4% | +14.4% | -47.8% | +1,116.0% |
| All | -33.4% | +14.4% | -47.8% | +1,116.0% |
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