+16.7%
U vs TMF
-25.6%
+42.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -1.0% |
| 7D | +24.4% | -1.1% | +25.4% | +24.8% |
| 30D | +7.4% | +11.8% | -4.4% | +3.6% |
| 3M | +16.8% | -4.0% | +20.8% | +18.4% |
| 6M | +78.8% | -16.5% | +95.3% | +89.0% |
| YTD | +14.0% | -19.9% | +33.9% | +22.3% |
| 1Y | +16.7% | -25.6% | +42.3% | +28.2% |
| All | +16.7% | -25.6% | +42.3% | +28.2% |
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 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