-37.5%
U vs TMF
-91.0%
+53.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +4.5% | +1.0% | +3.5% | +4.3% |
| 30D | -0.6% | -1.8% | +1.3% | -0.3% |
| 3M | +48.4% | -8.2% | +56.7% | +50.4% |
| 6M | +115.4% | -19.5% | +134.9% | +123.3% |
| YTD | -3.2% | -16.0% | +12.7% | -0.4% |
| 1Y | -6.0% | -22.5% | +16.4% | -2.4% |
| 3Y | +13.5% | -42.3% | +55.7% | +20.8% |
| 5Y | -68.0% | -87.7% | +19.7% | -60.5% |
| All | -37.5% | -91.0% | +53.6% | -10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling