+130.8%
TD vs TMF
-41.6%
+172.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.4% |
| 7D | +0.3% | -1.4% | +1.7% | +0.4% |
| 30D | +0.4% | -2.8% | +3.2% | +0.6% |
| 3M | +7.6% | -10.9% | +18.5% | +8.4% |
| 6M | +25.0% | -21.3% | +46.3% | +26.6% |
| YTD | +31.0% | -15.9% | +46.9% | +32.2% |
| 1Y | +65.2% | -15.7% | +80.9% | +66.6% |
| All | +130.8% | -41.6% | +172.4% | +137.3% |
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