-98.6%
BIYA vs TMF
-26.6%
-72.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | +2.5% | -3.4% | +5.9% | -0.2% |
| 30D | -22.3% | +11.5% | -33.8% | -14.0% |
| 3M | -54.8% | -4.5% | -50.3% | -55.5% |
| 6M | -86.5% | -15.0% | -71.5% | -89.7% |
| YTD | -96.8% | -19.9% | -77.0% | -97.8% |
| 1Y | -98.6% | -26.6% | -72.1% | -99.1% |
| All | -98.6% | -26.6% | -72.0% | -99.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling