-39.0%
U vs TMF
-91.0%
+52.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -3.8% | -1.4% | -2.4% | -3.6% |
| 30D | +17.5% | -2.8% | +20.3% | +17.9% |
| 3M | +38.7% | -10.9% | +49.6% | +41.3% |
| 6M | +104.4% | -21.3% | +125.7% | +112.8% |
| YTD | -5.7% | -15.9% | +10.2% | -3.0% |
| 1Y | +3.7% | -15.7% | +19.4% | +6.2% |
| 3Y | +12.3% | -43.4% | +55.7% | +19.9% |
| 5Y | -68.8% | -87.8% | +18.9% | -61.4% |
| All | -39.0% | -91.0% | +52.0% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling