+200.6%
W vs TMF
-78.5%
+279.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.6% | -8.8% | -8.3% |
| 7D | -5.6% | +2.7% | -8.3% | -5.8% |
| 30D | +7.5% | +19.3% | -11.8% | +6.1% |
| 3M | +5.4% | -3.7% | +9.1% | +5.7% |
| 6M | +79.4% | -11.3% | +90.7% | +81.1% |
| YTD | +12.9% | -16.6% | +29.5% | +14.4% |
| 1Y | +12.4% | -21.1% | +33.5% | +14.1% |
| 3Y | +128.5% | -26.8% | +155.3% | +133.0% |
| 5Y | -54.0% | -88.0% | +34.1% | -59.7% |
| 10Y | +248.8% | -84.7% | +333.5% | +251.6% |
| All | +200.6% | -78.5% | +279.1% | +226.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling