-26.6%
U vs TMF
-91.8%
+65.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.5% | +1.8% |
| 7D | +2.8% | -8.2% | +11.0% | +4.3% |
| 30D | +7.6% | +5.3% | +2.3% | +6.5% |
| 3M | +12.7% | -8.5% | +21.2% | +14.2% |
| 6M | +87.0% | -17.2% | +104.1% | +92.6% |
| YTD | +13.6% | -23.4% | +37.0% | +18.6% |
| 1Y | +25.3% | -30.2% | +55.5% | +32.9% |
| 3Y | +85.8% | -32.9% | +118.7% | +93.4% |
| 5Y | -74.5% | -88.5% | +14.1% | -67.9% |
| All | -26.6% | -91.8% | +65.2% | +6.2% |
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