-63.3%
FND vs TMF
-88.6%
+25.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.8% |
| 7D | -6.8% | -9.3% | +2.4% | -4.3% |
| 30D | +8.0% | +1.9% | +6.0% | +7.7% |
| 3M | -18.9% | -11.2% | -7.7% | -16.2% |
| 6M | +4.7% | -17.7% | +22.4% | +10.6% |
| YTD | -21.6% | -24.5% | +2.9% | -15.5% |
| 1Y | -22.0% | -29.4% | +7.4% | -14.7% |
| 3Y | -40.4% | -33.4% | -7.0% | -35.1% |
| All | -63.3% | -88.6% | +25.3% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling