+908.6%
TPR vs TMF
-68.9%
+977.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | +0.1% |
| 7D | -2.3% | -1.4% | -0.9% | -2.6% |
| 30D | -23.0% | -2.8% | -20.1% | -23.3% |
| 3M | -12.5% | -10.9% | -1.6% | -14.3% |
| 6M | -21.4% | -21.3% | -0.1% | -25.0% |
| YTD | -3.5% | -15.9% | +12.4% | -6.6% |
| 1Y | +17.4% | -15.7% | +33.1% | +14.0% |
| 3Y | +291.3% | -43.4% | +334.6% | +257.2% |
| 5Y | +241.9% | -87.8% | +329.7% | +115.6% |
| 10Y | +322.7% | -86.7% | +409.4% | +216.0% |
| All | +908.6% | -68.9% | +977.5% | +922.3% |
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