-26.3%
U vs TMF
-91.4%
+65.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -1.4% |
| 7D | +24.4% | -1.1% | +25.4% | +24.6% |
| 30D | +7.4% | +11.8% | -4.4% | +5.2% |
| 3M | +16.8% | -4.0% | +20.8% | +17.4% |
| 6M | +78.8% | -16.5% | +95.3% | +83.9% |
| YTD | +14.0% | -19.9% | +33.9% | +18.1% |
| 1Y | +16.7% | -25.6% | +42.3% | +22.4% |
| 3Y | +86.4% | -29.9% | +116.2% | +92.6% |
| 5Y | -71.5% | -88.2% | +16.8% | -64.2% |
| All | -26.3% | -91.4% | +65.1% | +5.8% |
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