+599.5%
XYZ vs TMF
-84.4%
+683.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +12.1% | +1.2% | +10.9% | +12.1% |
| 30D | +12.4% | +19.7% | -7.4% | +12.4% |
| 3M | +8.2% | -2.1% | +10.3% | +8.1% |
| 6M | +20.7% | -13.4% | +34.1% | +20.5% |
| YTD | +31.3% | -16.7% | +48.1% | +31.1% |
| 1Y | +20.5% | -23.3% | +43.9% | +20.2% |
| 3Y | +72.6% | -24.8% | +97.4% | +73.4% |
| 5Y | -64.0% | -88.0% | +24.1% | -70.6% |
| All | +599.5% | -84.4% | +683.9% | +591.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling