+421.8%
TPR vs TMF
-25.2%
+447.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +7.0% |
| 7D | +13.9% | +2.7% | +11.1% | +13.5% |
| 30D | +14.9% | +19.3% | -4.4% | +12.9% |
| 3M | -15.4% | -3.7% | -11.7% | -15.2% |
| 6M | -4.5% | -11.3% | +6.8% | -3.5% |
| YTD | +6.0% | -16.6% | +22.6% | +7.6% |
| 1Y | +24.3% | -21.1% | +45.4% | +26.7% |
| All | +421.8% | -25.2% | +447.0% | +433.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling