+31.5%
UUUU vs TMF
-68.9%
+100.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.9% |
| 7D | -1.4% | -1.4% | +0.1% | -1.7% |
| 30D | +16.3% | -2.8% | +19.2% | +15.5% |
| 3M | -16.7% | -10.9% | -5.8% | -19.2% |
| 6M | -33.7% | -21.3% | -12.3% | -37.7% |
| YTD | -0.5% | -15.9% | +15.4% | -4.7% |
| 1Y | +28.9% | -15.7% | +44.6% | +23.6% |
| 3Y | +99.9% | -43.4% | +143.2% | +80.9% |
| 5Y | +135.3% | -87.8% | +223.0% | +43.5% |
| 10Y | +518.4% | -86.7% | +605.1% | +345.8% |
| All | +31.5% | -68.9% | +100.4% | +94.9% |
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