+210.1%
W vs TMF
-82.1%
+292.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | +0.2% | -9.3% | +9.4% | +1.4% |
| 30D | +6.8% | +1.9% | +4.9% | +6.6% |
| 3M | +10.7% | -11.2% | +21.9% | +12.4% |
| 6M | +86.3% | -17.7% | +104.1% | +91.5% |
| YTD | +11.5% | -24.5% | +35.9% | +15.5% |
| 1Y | +5.1% | -29.4% | +34.5% | +9.6% |
| 3Y | +171.0% | -33.4% | +204.4% | +183.4% |
| 5Y | -56.6% | -88.7% | +32.1% | -58.7% |
| All | +210.1% | -82.1% | +292.2% | +255.0% |
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 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