+443.1%
INFY vs TMF
-72.0%
+515.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | -0.1% |
| 7D | -1.7% | -9.3% | +7.6% | -2.7% |
| 30D | +7.1% | +1.9% | +5.1% | +7.3% |
| 3M | -1.0% | -11.2% | +10.3% | -2.3% |
| 6M | +5.9% | -17.7% | +23.6% | +3.7% |
| YTD | -29.5% | -24.5% | -5.1% | -31.6% |
| 1Y | -26.0% | -29.4% | +3.5% | -28.7% |
| 3Y | -19.4% | -33.4% | +14.0% | -21.4% |
| 5Y | -40.9% | -88.7% | +47.8% | -54.4% |
| 10Y | +121.9% | -82.5% | +204.3% | +99.8% |
| All | +443.1% | -72.0% | +515.1% | +551.0% |
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