+468.0%
UUUU vs TMF
-86.4%
+554.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | -10.5% | -5.1% | -5.4% | -11.2% |
| 30D | -10.5% | -4.6% | -5.9% | -11.1% |
| 3M | -14.1% | -16.6% | +2.5% | -16.3% |
| 6M | -35.5% | -19.9% | -15.6% | -37.7% |
| YTD | -10.9% | -20.2% | +9.2% | -13.8% |
| 1Y | +3.4% | -27.7% | +31.1% | -1.5% |
| 3Y | +73.1% | -43.9% | +117.1% | +63.1% |
| 5Y | +87.1% | -88.4% | +175.5% | +28.3% |
| All | +468.0% | -86.4% | +554.4% | +335.4% |
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