+454.7%
BDX vs TMF
-70.3%
+525.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.6% | -1.5% |
| 7D | +7.3% | -1.1% | +8.3% | +7.2% |
| 30D | +15.7% | +11.8% | +3.9% | +16.5% |
| 3M | +19.1% | -4.0% | +23.1% | +18.8% |
| 6M | +44.1% | -16.5% | +60.7% | +42.6% |
| YTD | +42.1% | -19.9% | +62.0% | +40.3% |
| 1Y | +52.6% | -25.6% | +78.2% | +50.0% |
| 3Y | +22.6% | -29.9% | +52.4% | +21.2% |
| 5Y | +23.3% | -88.2% | +111.6% | +4.2% |
| 10Y | +84.8% | -81.7% | +166.5% | +71.9% |
| All | +454.7% | -70.3% | +525.0% | +557.4% |
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