+144.9%
W vs TMF
-87.2%
+232.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.2% | +2.5% |
| 7D | -4.2% | -1.4% | -2.7% | -4.0% |
| 30D | -7.6% | -2.8% | -4.7% | -7.2% |
| 3M | +37.2% | -10.9% | +48.1% | +39.3% |
| 6M | +26.3% | -21.3% | +47.6% | +30.0% |
| YTD | -1.0% | -15.9% | +14.9% | +1.2% |
| 1Y | +20.1% | -15.7% | +35.8% | +22.6% |
| 3Y | +37.8% | -43.4% | +81.1% | +43.0% |
| 5Y | -63.7% | -87.8% | +24.1% | -65.8% |
| All | +144.9% | -87.2% | +232.1% | +199.7% |
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 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