+1,895.2%
TMO vs TMF
-72.0%
+1,967.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | 0.0% |
| 7D | +0.8% | -9.3% | +10.1% | -0.1% |
| 30D | +4.0% | +1.9% | +2.1% | +4.2% |
| 3M | +17.6% | -11.2% | +28.8% | +16.4% |
| 6M | +57.3% | -17.7% | +75.0% | +54.6% |
| YTD | +21.2% | -24.5% | +45.6% | +18.2% |
| 1Y | +21.1% | -29.4% | +50.6% | +17.4% |
| 3Y | +58.8% | -33.4% | +92.3% | +55.2% |
| 5Y | +11.8% | -88.7% | +100.5% | -13.1% |
| 10Y | +376.2% | -82.5% | +458.7% | +332.9% |
| All | +1,895.2% | -72.0% | +1,967.3% | +2,115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling