-68.4%
U vs TMF
-88.0%
+19.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.5% |
| 7D | +36.6% | +1.2% | +35.4% | +36.3% |
| 30D | +13.3% | +19.7% | -6.4% | +9.9% |
| 3M | +26.2% | -2.1% | +28.3% | +26.4% |
| 6M | +88.7% | -13.4% | +102.2% | +92.7% |
| YTD | +16.6% | -16.7% | +33.3% | +19.7% |
| 1Y | +29.0% | -23.3% | +52.3% | +34.1% |
| 3Y | +99.5% | -24.8% | +124.3% | +103.7% |
| All | -68.4% | -88.0% | +19.6% | -68.3% |
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