+234.9%
TPR vs TMF
-88.6%
+323.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | -0.3% | -9.3% | +9.0% | +0.3% |
| 30D | +15.1% | +1.9% | +13.2% | +15.0% |
| 3M | +3.5% | -11.2% | +14.8% | +4.1% |
| 6M | +0.4% | -17.7% | +18.2% | +1.4% |
| YTD | +4.6% | -24.5% | +29.1% | +6.0% |
| 1Y | +33.1% | -29.4% | +62.5% | +35.3% |
| 3Y | +396.0% | -33.4% | +429.4% | +403.4% |
| All | +234.9% | -88.6% | +323.5% | +192.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling