+74.7%
TNA vs TMF
-86.4%
+161.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -3.6% |
| 7D | -7.6% | -4.8% | -2.8% | -8.4% |
| 30D | -13.6% | -4.9% | -8.7% | -14.4% |
| 3M | +2.8% | -13.4% | +16.2% | +0.2% |
| 6M | +34.5% | -23.0% | +57.6% | +27.6% |
| YTD | +41.0% | -20.2% | +61.2% | +34.9% |
| 1Y | +52.0% | -26.5% | +78.5% | +43.4% |
| 3Y | +103.5% | -45.2% | +148.6% | +77.1% |
| 5Y | -22.5% | -88.4% | +65.9% | -66.8% |
| All | +74.7% | -86.4% | +161.1% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling