-40.4%
FND vs TMF
-32.2%
-8.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.6% |
| 7D | -6.8% | -9.3% | +2.4% | -2.8% |
| 30D | +8.0% | +1.9% | +6.0% | +7.5% |
| 3M | -18.9% | -11.2% | -7.7% | -14.7% |
| 6M | +4.7% | -17.7% | +22.4% | +14.0% |
| YTD | -21.6% | -24.5% | +2.9% | -12.0% |
| 1Y | -22.0% | -29.4% | +7.4% | -10.6% |
| 3Y | -40.4% | -33.4% | -7.0% | -31.1% |
| All | -40.4% | -32.2% | -8.2% | -31.1% |
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 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