+43.4%
TDG vs TMF
-32.2%
+75.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.3% |
| 7D | +1.7% | -9.3% | +11.0% | +2.2% |
| 30D | +9.7% | +1.9% | +7.8% | +9.6% |
| 3M | -2.3% | -11.2% | +8.9% | -1.9% |
| 6M | +1.3% | -17.7% | +19.0% | +2.1% |
| YTD | -8.5% | -24.5% | +16.0% | -7.8% |
| 1Y | -8.1% | -29.4% | +21.3% | -7.5% |
| 3Y | +43.4% | -33.4% | +76.8% | +44.2% |
| All | +43.4% | -32.2% | +75.6% | +44.2% |
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