+28.1%
XYZ vs TMF
-25.6%
+53.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | -1.5% |
| 7D | +12.6% | -1.1% | +13.7% | +13.4% |
| 30D | +10.8% | +11.8% | -1.0% | +5.6% |
| 3M | +8.4% | -4.0% | +12.4% | +10.6% |
| 6M | +14.3% | -16.5% | +30.9% | +23.7% |
| YTD | +31.5% | -19.9% | +51.4% | +44.0% |
| 1Y | +28.1% | -25.6% | +53.7% | +45.4% |
| All | +28.1% | -25.6% | +53.7% | +45.4% |
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