-34.2%
FND vs TMF
-25.3%
-8.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +7.7% | +1.2% | +6.5% | +7.2% |
| 30D | +11.9% | +19.7% | -7.9% | +3.9% |
| 3M | -14.6% | -2.1% | -12.5% | -13.8% |
| 6M | +0.5% | -13.4% | +13.9% | +6.7% |
| YTD | -15.8% | -16.7% | +0.9% | -9.4% |
| 1Y | -12.9% | -23.3% | +10.4% | -3.7% |
| 3Y | -34.2% | -24.8% | -9.3% | -28.5% |
| All | -34.2% | -25.3% | -8.8% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling