-88.0%
TMF vs USFR
+21.3%
-109.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +19.7% | +0.4% | +19.3% | +19.9% |
| 3M | -2.1% | +1.1% | -3.2% | -1.7% |
| 6M | -13.4% | +2.1% | -15.5% | -13.0% |
| YTD | -16.7% | +3.4% | -20.1% | -16.6% |
| 1Y | -23.3% | +4.1% | -27.5% | -23.3% |
| 3Y | -24.8% | +14.4% | -39.2% | -36.0% |
| All | -88.0% | +21.3% | -109.3% | -90.9% |
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