+443.1%
INFY vs TMF
-71.6%
+514.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.4% | -0.6% |
| 7D | -4.0% | -8.2% | +4.2% | -4.8% |
| 30D | +7.8% | +5.3% | +2.5% | +8.4% |
| 3M | +0.1% | -8.5% | +8.6% | -0.9% |
| 6M | +4.2% | -17.2% | +21.4% | +2.1% |
| YTD | -29.5% | -23.4% | -6.1% | -31.5% |
| 1Y | -26.5% | -30.2% | +3.7% | -29.3% |
| 3Y | -19.8% | -32.9% | +13.1% | -21.8% |
| 5Y | -40.9% | -88.5% | +47.6% | -54.3% |
| 10Y | +121.9% | -82.2% | +204.1% | +100.1% |
| All | +443.1% | -71.6% | +514.7% | +551.9% |
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