-3.4%
BDX vs TMF
-87.6%
+84.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | -4.3% | +1.0% | -5.3% | -4.3% |
| 30D | +1.3% | -1.8% | +3.1% | +1.4% |
| 3M | +20.2% | -8.2% | +28.5% | +20.9% |
| 6M | +8.6% | -19.5% | +28.1% | +10.0% |
| YTD | +19.0% | -16.0% | +34.9% | +20.2% |
| 1Y | +21.2% | -22.5% | +43.7% | +22.9% |
| 3Y | -9.7% | -42.3% | +32.6% | -8.0% |
| 5Y | -3.4% | -87.7% | +84.3% | -1.7% |
| All | -3.4% | -87.6% | +84.2% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling