+18.8%
TMO vs TMF
-42.1%
+60.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | +1.0% | -1.0% | +2.0% | +1.1% |
| 3M | +22.7% | -11.3% | +34.0% | +24.2% |
| 6M | +19.0% | -22.7% | +41.7% | +21.9% |
| YTD | +4.7% | -17.3% | +22.1% | +6.6% |
| 1Y | +26.0% | -22.5% | +48.5% | +28.9% |
| All | +18.8% | -42.1% | +60.8% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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