-9.7%
BDX vs TMF
-42.4%
+32.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | -4.3% | +1.0% | -5.3% | -4.4% |
| 30D | +1.3% | -1.8% | +3.1% | +1.4% |
| 3M | +20.2% | -8.2% | +28.5% | +21.2% |
| 6M | +8.6% | -19.5% | +28.1% | +10.8% |
| YTD | +19.0% | -16.0% | +34.9% | +20.8% |
| 1Y | +21.2% | -22.5% | +43.7% | +23.8% |
| 3Y | -9.7% | -42.3% | +32.6% | -9.2% |
| All | -9.7% | -42.4% | +32.7% | -9.2% |
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