+130.4%
TD vs TMF
-32.2%
+162.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.1% |
| 7D | +1.1% | -9.3% | +10.4% | +1.8% |
| 30D | +5.2% | +1.9% | +3.3% | +5.0% |
| 3M | +1.2% | -11.2% | +12.5% | +1.9% |
| 6M | +17.7% | -17.7% | +35.5% | +19.1% |
| YTD | +34.2% | -24.5% | +58.7% | +36.3% |
| 1Y | +55.4% | -29.4% | +84.9% | +58.3% |
| 3Y | +130.4% | -33.4% | +163.8% | +135.8% |
| All | +130.4% | -32.2% | +162.6% | +135.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling