-73.3%
U vs TMF
-88.6%
+15.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.4% | +6.6% | +5.5% |
| 7D | +2.6% | -9.3% | +11.8% | +4.2% |
| 30D | +27.6% | +1.9% | +25.6% | +27.0% |
| 3M | +15.3% | -11.2% | +26.6% | +17.4% |
| 6M | +96.4% | -17.7% | +114.1% | +102.1% |
| YTD | +19.6% | -24.5% | +44.0% | +24.7% |
| 1Y | +42.1% | -29.4% | +71.5% | +49.8% |
| 3Y | +87.5% | -33.4% | +121.0% | +95.3% |
| All | -73.3% | -88.6% | +15.3% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling