+604.5%
TDG vs TMF
-82.1%
+686.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.1% |
| 7D | +1.7% | -9.3% | +11.0% | +1.2% |
| 30D | +9.7% | +1.9% | +7.8% | +9.8% |
| 3M | -2.3% | -11.2% | +8.9% | -2.9% |
| 6M | +1.3% | -17.7% | +19.0% | +0.3% |
| YTD | -8.5% | -24.5% | +16.0% | -9.8% |
| 1Y | -8.1% | -29.4% | +21.3% | -9.8% |
| 3Y | +43.4% | -33.4% | +76.8% | +41.8% |
| 5Y | +127.8% | -88.7% | +216.5% | +87.2% |
| All | +604.5% | -82.1% | +686.5% | +517.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling