+94.5%
UUUU vs TMF
-42.1%
+136.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.5% |
| 7D | +1.8% | -0.9% | +2.7% | +1.8% |
| 30D | +1.8% | -1.0% | +2.8% | +1.8% |
| 3M | +1.3% | -11.3% | +12.5% | +1.2% |
| 6M | -26.8% | -22.7% | -4.1% | -27.4% |
| YTD | +0.1% | -17.3% | +17.4% | -0.4% |
| 1Y | +11.2% | -22.5% | +33.7% | +10.4% |
| All | +94.5% | -42.1% | +136.6% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling