+1,067.8%
TD vs TMF
-68.9%
+1,136.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.3% |
| 7D | +0.3% | -1.4% | +1.7% | +0.1% |
| 30D | +0.4% | -2.8% | +3.2% | +0.1% |
| 3M | +7.6% | -10.9% | +18.5% | +6.1% |
| 6M | +25.0% | -21.3% | +46.3% | +21.2% |
| YTD | +31.0% | -15.9% | +46.9% | +28.3% |
| 1Y | +65.2% | -15.7% | +80.9% | +62.0% |
| 3Y | +122.5% | -43.4% | +165.9% | +110.2% |
| 5Y | +124.8% | -87.8% | +212.6% | +67.4% |
| 10Y | +298.2% | -86.7% | +385.0% | +225.7% |
| All | +1,067.8% | -68.9% | +1,136.7% | +1,223.7% |
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