+1,007.9%
TPR vs TMF
-69.1%
+1,077.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +7.2% |
| 7D | +13.9% | +2.7% | +11.1% | +14.4% |
| 30D | +14.9% | +19.3% | -4.4% | +18.9% |
| 3M | -15.4% | -3.7% | -11.7% | -15.9% |
| 6M | -4.5% | -11.3% | +6.8% | -6.6% |
| YTD | +6.0% | -16.6% | +22.6% | +2.5% |
| 1Y | +24.3% | -21.1% | +45.4% | +19.1% |
| 3Y | +412.8% | -26.8% | +439.6% | +395.7% |
| 5Y | +258.4% | -88.0% | +346.5% | +123.7% |
| 10Y | +396.8% | -84.7% | +481.5% | +283.9% |
| All | +1,007.9% | -69.1% | +1,077.1% | +1,021.6% |
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