-40.9%
INFY vs TMF
-88.7%
+47.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.4% | +0.1% |
| 7D | -4.0% | -8.2% | +4.2% | -3.7% |
| 30D | +7.8% | +5.3% | +2.5% | +7.7% |
| 3M | +0.1% | -8.5% | +8.6% | +0.3% |
| 6M | +4.2% | -17.2% | +21.4% | +4.6% |
| YTD | -29.5% | -23.4% | -6.1% | -29.2% |
| 1Y | -26.5% | -30.2% | +3.7% | -26.0% |
| 3Y | -19.8% | -32.9% | +13.1% | -19.5% |
| 5Y | -40.9% | -88.5% | +47.6% | -45.5% |
| All | -40.9% | -88.7% | +47.8% | -45.5% |
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