+25.3%
U vs TMF
-29.9%
+55.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.5% | +2.3% |
| 7D | +2.8% | -8.2% | +11.0% | +5.4% |
| 30D | +7.6% | +5.3% | +2.3% | +5.5% |
| 3M | +12.7% | -8.5% | +21.2% | +15.8% |
| 6M | +87.0% | -17.2% | +104.1% | +97.6% |
| YTD | +13.6% | -23.4% | +37.0% | +23.9% |
| 1Y | +25.3% | -30.2% | +55.5% | +43.9% |
| All | +25.3% | -29.9% | +55.2% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling