-99.9%
BIYA vs TMF
-28.2%
-71.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -7.8% | +0.6% | -8.4% | -7.7% |
| 30D | -38.5% | +16.3% | -54.8% | -38.1% |
| 3M | -59.5% | -2.7% | -56.8% | -59.0% |
| 6M | -89.2% | -13.2% | -76.0% | -89.4% |
| YTD | -97.1% | -16.7% | -80.4% | -97.2% |
| 1Y | -99.0% | -22.7% | -76.3% | -99.0% |
| All | -99.9% | -28.2% | -71.7% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling