+232.1%
W vs TMF
-84.4%
+316.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | -3.6% | +1.2% | -4.8% | -3.7% |
| 30D | +7.0% | +19.7% | -12.8% | +4.6% |
| 3M | +7.4% | -2.1% | +9.5% | +7.6% |
| 6M | +69.3% | -13.4% | +82.8% | +72.5% |
| YTD | +11.3% | -16.7% | +28.0% | +13.7% |
| 1Y | +13.2% | -23.3% | +36.6% | +16.6% |
| 3Y | +142.0% | -24.8% | +166.8% | +149.5% |
| 5Y | -54.6% | -88.0% | +33.4% | -58.1% |
| All | +232.1% | -84.4% | +316.5% | +252.5% |
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