+129.0%
INFY vs TMF
-82.1%
+211.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -1.7% | -9.3% | +7.6% | -2.0% |
| 30D | +7.1% | +1.9% | +5.1% | +7.1% |
| 3M | -1.0% | -11.2% | +10.3% | -1.5% |
| 6M | +5.9% | -17.7% | +23.6% | +5.0% |
| YTD | -29.5% | -24.5% | -5.1% | -30.4% |
| 1Y | -26.0% | -29.4% | +3.5% | -27.1% |
| 3Y | -19.4% | -33.4% | +14.0% | -20.1% |
| 5Y | -40.9% | -88.7% | +47.8% | -50.0% |
| All | +129.0% | -82.1% | +211.0% | +108.6% |
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