-99.9%
BIYA vs TMF
-30.9%
-69.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.9% | +8.8% | +4.7% |
| 7D | -4.1% | -1.1% | -3.0% | -4.1% |
| 30D | -35.5% | +11.8% | -47.3% | -35.2% |
| 3M | -56.3% | -4.0% | -52.3% | -55.9% |
| 6M | -88.7% | -16.5% | -72.1% | -88.9% |
| YTD | -97.0% | -19.9% | -77.0% | -97.1% |
| 1Y | -98.7% | -25.6% | -73.1% | -98.7% |
| All | -99.9% | -30.9% | -69.0% | -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