-99.9%
BIYA vs TMF
-28.2%
-71.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -10.5% | +1.2% | -11.7% | -10.4% |
| 30D | -51.7% | +19.7% | -71.5% | -51.3% |
| 3M | -60.8% | -2.1% | -58.7% | -60.3% |
| 6M | -90.6% | -13.4% | -77.1% | -90.8% |
| YTD | -97.1% | -16.7% | -80.4% | -97.3% |
| 1Y | -99.1% | -23.3% | -75.7% | -99.1% |
| 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 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