-13.6%
SKDD vs TMF
-7.8%
-5.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.5% | +7.9% | +8.4% |
| 7D | +28.7% | +4.0% | +24.7% | +25.5% |
| 30D | +54.1% | +19.5% | +34.6% | +51.3% |
| 3M | -22.7% | -3.5% | -19.2% | -26.9% |
| All | -13.6% | -7.8% | -5.8% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling