+8.0%
U vs TMF
-42.2%
+50.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -3.8% | -1.4% | -2.4% | -3.5% |
| 30D | +17.5% | -2.8% | +20.3% | +18.0% |
| 3M | +38.7% | -10.9% | +49.6% | +41.5% |
| 6M | +104.4% | -21.3% | +125.7% | +113.2% |
| YTD | -5.7% | -15.9% | +10.2% | -2.8% |
| 1Y | +3.7% | -15.7% | +19.4% | +6.1% |
| All | +8.0% | -42.2% | +50.2% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling