+384.1%
UUUU vs TMF
-81.8%
+465.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | -4.2% |
| 7D | +1.4% | -8.2% | +9.5% | +0.2% |
| 30D | -27.9% | +5.3% | -33.3% | -27.4% |
| 3M | -53.8% | -8.5% | -45.4% | -54.4% |
| 6M | -68.1% | -17.2% | -50.9% | -69.0% |
| YTD | -54.1% | -23.4% | -30.7% | -55.8% |
| 1Y | -57.8% | -30.2% | -27.5% | -59.9% |
| 3Y | -15.4% | -32.9% | +17.5% | -18.0% |
| 5Y | -39.2% | -88.5% | +49.3% | -58.7% |
| All | +384.1% | -81.8% | +465.9% | +263.1% |
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 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