+46.4%
BDX vs TMF
-29.9%
+76.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.5% |
| 7D | +1.0% | -8.2% | +9.2% | +2.8% |
| 30D | +15.1% | +5.3% | +9.8% | +14.2% |
| 3M | +18.2% | -8.5% | +26.7% | +19.7% |
| 6M | +48.1% | -17.2% | +65.3% | +52.7% |
| YTD | +44.1% | -23.4% | +67.5% | +49.2% |
| 1Y | +46.4% | -30.2% | +76.6% | +55.0% |
| All | +46.4% | -29.9% | +76.2% | +55.0% |
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 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