-71.2%
TMF vs USFR
+27.5%
-98.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -2.8% | +0.3% | -3.1% | -2.7% |
| 3M | -10.9% | +1.0% | -11.9% | -10.4% |
| 6M | -21.3% | +1.9% | -23.3% | -20.4% |
| YTD | -15.9% | +2.6% | -18.5% | -14.6% |
| 1Y | -15.7% | +4.0% | -19.7% | -13.8% |
| 3Y | -43.4% | +14.1% | -57.5% | -39.2% |
| 5Y | -87.8% | +20.4% | -108.2% | -86.5% |
| 10Y | -86.7% | +28.0% | -114.7% | -85.0% |
| All | -71.2% | +27.5% | -98.8% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling