+20.7%
XYZ vs TMF
-23.9%
+44.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +2.5% | +12.9% | +14.2% |
| 7D | +16.5% | +4.0% | +12.5% | +14.7% |
| 30D | +15.0% | +19.5% | -4.5% | +6.7% |
| 3M | +3.5% | -3.5% | +7.1% | +5.2% |
| 6M | +21.9% | -10.6% | +32.5% | +27.7% |
| YTD | +34.6% | -17.1% | +51.7% | +44.1% |
| 1Y | +20.7% | -24.3% | +45.0% | +31.2% |
| All | +20.7% | -23.9% | +44.6% | +31.2% |
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 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