+25.9%
BDX vs TMF
-15.2%
+41.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -2.5% | -1.4% | -1.1% | -2.3% |
| 30D | +8.3% | -2.8% | +11.1% | +8.6% |
| 3M | +24.4% | -10.9% | +35.3% | +26.5% |
| 6M | +9.2% | -21.3% | +30.5% | +12.5% |
| YTD | +22.7% | -15.9% | +38.6% | +25.3% |
| 1Y | +25.9% | -15.7% | +41.6% | +29.7% |
| All | +25.9% | -15.2% | +41.1% | +29.7% |
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