+377.5%
UUUU vs TMF
-82.1%
+459.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -1.5% |
| 7D | -1.1% | -9.3% | +8.2% | -2.4% |
| 30D | -21.0% | +1.9% | -22.9% | -20.7% |
| 3M | -54.8% | -11.2% | -43.6% | -55.5% |
| 6M | -67.3% | -17.7% | -49.6% | -68.3% |
| YTD | -54.7% | -24.5% | -30.2% | -56.5% |
| 1Y | -57.4% | -29.4% | -28.0% | -59.5% |
| 3Y | -19.6% | -33.4% | +13.8% | -22.1% |
| 5Y | -40.0% | -88.7% | +48.7% | -59.3% |
| All | +377.5% | -82.1% | +459.6% | +257.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling