+49.5%
FND vs TMF
-80.4%
+129.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | +0.4% | +1.0% | -0.6% | +0.3% |
| 30D | -23.6% | -1.8% | -21.7% | -23.5% |
| 3M | +4.3% | -8.2% | +12.6% | +5.0% |
| 6M | -20.3% | -19.5% | -0.8% | -19.3% |
| YTD | -21.3% | -16.0% | -5.3% | -20.5% |
| 1Y | -45.4% | -22.5% | -22.9% | -44.6% |
| 3Y | -48.9% | -42.3% | -6.6% | -48.4% |
| 5Y | -61.0% | -87.7% | +26.7% | -67.6% |
| All | +49.5% | -80.4% | +129.9% | +55.8% |
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