-22.0%
FND vs TMF
-30.5%
+8.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.0% |
| 7D | -6.8% | -9.3% | +2.4% | +1.2% |
| 30D | +8.0% | +1.9% | +6.0% | +6.8% |
| 3M | -18.9% | -11.2% | -7.7% | -10.2% |
| 6M | +4.7% | -17.7% | +22.4% | +24.1% |
| YTD | -21.6% | -24.5% | +2.9% | -2.3% |
| 1Y | -22.0% | -29.4% | +7.4% | +1.1% |
| All | -22.0% | -30.5% | +8.4% | +1.1% |
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