+78.9%
INFY vs TMF
-86.4%
+165.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | -5.4% | -5.1% | -0.3% | -5.6% |
| 30D | -9.9% | -4.6% | -5.3% | -10.0% |
| 3M | -4.6% | -16.6% | +12.0% | -5.2% |
| 6M | -18.5% | -19.9% | +1.4% | -19.1% |
| YTD | -36.5% | -20.2% | -16.4% | -37.1% |
| 1Y | -32.8% | -27.7% | -5.0% | -33.6% |
| 3Y | -32.2% | -43.9% | +11.7% | -33.4% |
| 5Y | -44.7% | -88.4% | +43.7% | -52.1% |
| All | +78.9% | -86.4% | +165.3% | +72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling