+1,083.4%
TD vs TMF
-69.2%
+1,152.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.7% | +1.2% | -2.9% | -1.5% |
| 30D | +8.2% | +19.7% | -11.5% | +10.9% |
| 3M | +1.7% | -2.1% | +3.8% | +1.5% |
| 6M | +14.2% | -13.4% | +27.7% | +12.2% |
| YTD | +32.8% | -16.7% | +49.5% | +29.9% |
| 1Y | +55.5% | -23.3% | +78.8% | +50.4% |
| 3Y | +129.6% | -24.8% | +154.5% | +126.4% |
| 5Y | +102.2% | -88.0% | +190.2% | +49.5% |
| 10Y | +306.3% | -84.7% | +391.0% | +241.2% |
| All | +1,083.4% | -69.2% | +1,152.5% | +1,240.0% |
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