+56.7%
FND vs TMF
-80.4%
+137.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.7% |
| 7D | -5.2% | -1.4% | -3.8% | -5.1% |
| 30D | -19.9% | -2.8% | -17.0% | -19.7% |
| 3M | +2.7% | -10.9% | +13.6% | +3.5% |
| 6M | -21.7% | -21.3% | -0.4% | -20.6% |
| YTD | -17.5% | -15.9% | -1.6% | -16.6% |
| 1Y | -39.3% | -15.7% | -23.6% | -38.6% |
| 3Y | -49.8% | -43.4% | -6.4% | -49.3% |
| 5Y | -60.1% | -87.8% | +27.7% | -66.8% |
| All | +56.7% | -80.4% | +137.1% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling