-87.4%
TMF vs USFR
+20.4%
-107.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -2.8% | +0.3% | -3.1% | -3.1% |
| 3M | -10.9% | +1.0% | -11.9% | -11.7% |
| 6M | -21.3% | +1.9% | -23.3% | -23.0% |
| YTD | -15.9% | +2.6% | -18.5% | -18.4% |
| 1Y | -15.7% | +4.0% | -19.7% | -20.0% |
| 3Y | -43.4% | +14.1% | -57.5% | -59.9% |
| All | -87.4% | +20.4% | -107.8% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling