+543.0%
XYZ vs TMF
-80.0%
+623.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.1% |
| 7D | +9.2% | +2.7% | +6.5% | +9.2% |
| 30D | +9.8% | +19.3% | -9.5% | +10.0% |
| 3M | -0.2% | -3.7% | +3.5% | -0.3% |
| 6M | +18.0% | -11.3% | +29.3% | +17.7% |
| YTD | +29.1% | -16.6% | +45.7% | +28.7% |
| 1Y | +14.1% | -21.1% | +35.2% | +13.5% |
| 3Y | +72.6% | -26.8% | +99.5% | +72.7% |
| 5Y | -64.6% | -88.0% | +23.4% | -71.4% |
| 10Y | +590.0% | -84.7% | +674.7% | +541.6% |
| All | +543.0% | -80.0% | +623.0% | +537.5% |
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