-27.4%
U vs TMF
-91.4%
+64.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | +16.9% | -3.4% | +20.3% | +17.6% |
| 30D | +6.4% | +11.5% | -5.1% | +4.2% |
| 3M | +13.2% | -4.5% | +17.7% | +13.9% |
| 6M | +84.8% | -15.0% | +99.7% | +89.5% |
| YTD | +12.4% | -19.9% | +32.3% | +16.4% |
| 1Y | +19.8% | -26.6% | +46.3% | +25.9% |
| 3Y | +83.8% | -29.8% | +113.6% | +89.9% |
| 5Y | -72.7% | -88.2% | +15.4% | -65.8% |
| All | -27.4% | -91.4% | +64.1% | +4.3% |
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 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