+160.3%
W vs TMF
-30.8%
+191.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.9% | +0.1% | -2.0% |
| 7D | +1.1% | -1.1% | +2.1% | +1.7% |
| 30D | +6.4% | +11.8% | -5.4% | +1.1% |
| 3M | +9.0% | -4.0% | +13.0% | +10.9% |
| 6M | +69.8% | -16.5% | +86.3% | +84.7% |
| YTD | +12.1% | -19.9% | +32.0% | +23.2% |
| 1Y | 0.0% | -25.6% | +25.6% | +12.7% |
| 3Y | +160.3% | -29.9% | +190.2% | +184.2% |
| All | +160.3% | -30.8% | +191.1% | +184.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling