+1,112.0%
TNA vs TMF
-70.3%
+1,182.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -2.1% | -3.4% | +1.2% | -3.4% |
| 30D | +3.1% | +11.5% | -8.4% | +7.5% |
| 3M | -20.2% | -4.5% | -15.7% | -21.6% |
| 6M | -10.0% | -15.0% | +5.0% | -16.1% |
| YTD | +30.3% | -19.9% | +50.2% | +18.4% |
| 1Y | +31.1% | -26.6% | +57.7% | +14.7% |
| 3Y | +149.4% | -29.8% | +179.2% | +116.0% |
| 5Y | -42.5% | -88.2% | +45.7% | -81.0% |
| 10Y | +46.7% | -81.4% | +128.1% | -3.5% |
| All | +1,112.0% | -70.3% | +1,182.3% | +2,280.7% |
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 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