+3,200.0%
V vs TMF
-69.1%
+3,269.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.1% |
| 7D | +2.9% | +2.7% | +0.2% | +3.2% |
| 30D | +14.0% | +19.3% | -5.3% | +16.3% |
| 3M | +14.9% | -3.7% | +18.5% | +14.4% |
| 6M | +31.7% | -11.3% | +43.1% | +30.1% |
| YTD | +21.2% | -16.6% | +37.8% | +19.0% |
| 1Y | +25.3% | -21.1% | +46.4% | +22.2% |
| 3Y | +77.5% | -26.8% | +104.3% | +74.6% |
| 5Y | +102.6% | -88.0% | +190.6% | +55.0% |
| 10Y | +464.3% | -84.7% | +549.0% | +386.0% |
| All | +3,200.0% | -69.1% | +3,269.1% | +3,435.7% |
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