-63.1%
W vs TMF
-87.5%
+24.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.2% | +2.4% |
| 7D | -4.2% | -1.4% | -2.7% | -3.7% |
| 30D | -7.6% | -2.8% | -4.7% | -6.7% |
| 3M | +37.2% | -10.9% | +48.1% | +42.9% |
| 6M | +26.3% | -21.3% | +47.6% | +36.4% |
| YTD | -1.0% | -15.9% | +14.9% | +4.8% |
| 1Y | +20.1% | -15.7% | +35.8% | +26.6% |
| 3Y | +37.8% | -43.4% | +81.1% | +55.1% |
| All | -63.1% | -87.5% | +24.4% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling