+7.4%
TMO vs TMF
-88.1%
+95.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +23.7% |
| 6M | +19.0% | -22.7% | +41.7% | +20.9% |
| YTD | +4.7% | -17.3% | +22.1% | +6.0% |
| 1Y | +26.0% | -22.5% | +48.5% | +27.9% |
| 3Y | +18.0% | -43.2% | +61.2% | +20.3% |
| All | +7.4% | -88.1% | +95.5% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling