+62.6%
XYZ vs TMF
-32.2%
+94.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.1% |
| 7D | -1.1% | -9.3% | +8.2% | +1.1% |
| 30D | +11.5% | +1.9% | +9.6% | +11.2% |
| 3M | +1.8% | -11.2% | +13.0% | +4.3% |
| 6M | +21.2% | -17.7% | +38.9% | +26.1% |
| YTD | +29.9% | -24.5% | +54.4% | +36.9% |
| 1Y | +35.8% | -29.4% | +65.2% | +44.5% |
| 3Y | +62.6% | -33.4% | +96.0% | +72.3% |
| All | +62.6% | -32.2% | +94.8% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling