+1,647.6%
TMO vs TMF
-68.9%
+1,716.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.7% |
| 7D | -1.4% | -1.4% | +0.1% | -1.5% |
| 30D | +6.2% | -2.8% | +9.1% | +5.9% |
| 3M | +27.5% | -10.9% | +38.4% | +26.1% |
| 6M | +20.0% | -21.3% | +41.3% | +17.2% |
| YTD | +6.1% | -15.9% | +22.0% | +4.5% |
| 1Y | +25.8% | -15.7% | +41.6% | +24.0% |
| 3Y | +11.2% | -43.4% | +54.6% | +6.4% |
| 5Y | +9.6% | -87.8% | +97.3% | -14.1% |
| 10Y | +317.8% | -86.7% | +404.5% | +256.9% |
| All | +1,647.6% | -68.9% | +1,716.5% | +1,857.9% |
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 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