+9.3%
XYZ vs TMF
-15.2%
+24.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -1.0% | -1.4% | +0.5% | -0.5% |
| 30D | -1.7% | -2.8% | +1.1% | -0.8% |
| 3M | +16.7% | -10.9% | +27.7% | +20.7% |
| 6M | +26.9% | -21.3% | +48.2% | +31.7% |
| YTD | +27.1% | -15.9% | +43.0% | +32.6% |
| 1Y | +9.3% | -15.7% | +25.0% | +15.1% |
| All | +9.3% | -15.2% | +24.5% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling