-45.5%
INFY vs TMF
-88.5%
+43.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | -0.1% |
| 7D | -9.8% | -4.8% | -5.0% | -9.7% |
| 30D | -13.4% | -4.9% | -8.5% | -13.3% |
| 3M | -7.2% | -13.4% | +6.2% | -7.0% |
| 6M | -20.6% | -23.0% | +2.4% | -20.2% |
| YTD | -37.5% | -20.2% | -17.3% | -37.2% |
| 1Y | -33.4% | -26.5% | -6.9% | -33.0% |
| 3Y | -32.4% | -45.2% | +12.7% | -32.2% |
| 5Y | -45.5% | -88.4% | +42.9% | -48.4% |
| All | -45.5% | -88.5% | +43.1% | -48.4% |
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