+379.1%
BDX vs TMF
-68.9%
+448.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -2.5% | -1.4% | -1.1% | -2.6% |
| 30D | +8.3% | -2.8% | +11.1% | +8.1% |
| 3M | +24.4% | -10.9% | +35.3% | +23.6% |
| 6M | +9.2% | -21.3% | +30.5% | +7.6% |
| YTD | +22.7% | -15.9% | +38.6% | +21.5% |
| 1Y | +25.9% | -15.7% | +41.6% | +24.8% |
| 3Y | -10.5% | -43.4% | +32.9% | -13.0% |
| 5Y | +1.9% | -87.8% | +89.7% | -13.6% |
| 10Y | +58.7% | -86.7% | +145.4% | +42.1% |
| All | +379.1% | -68.9% | +448.0% | +469.5% |
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