+533.2%
XYZ vs TMF
-79.9%
+613.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -1.0% | -1.4% | +0.5% | -1.0% |
| 30D | -1.7% | -2.8% | +1.1% | -1.8% |
| 3M | +16.7% | -10.9% | +27.7% | +16.5% |
| 6M | +26.9% | -21.3% | +48.2% | +26.2% |
| YTD | +27.1% | -15.9% | +43.0% | +26.7% |
| 1Y | +9.3% | -15.7% | +25.0% | +8.9% |
| 3Y | +42.3% | -43.4% | +85.6% | +39.4% |
| 5Y | -69.3% | -87.8% | +18.4% | -75.1% |
| 10Y | +586.8% | -86.7% | +673.5% | +519.6% |
| All | +533.2% | -79.9% | +613.1% | +528.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling