+53.7%
TDG vs TMF
-42.4%
+96.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -0.9% | +1.0% | -1.9% | -1.0% |
| 30D | -6.5% | -1.8% | -4.7% | -6.5% |
| 3M | -5.1% | -8.2% | +3.2% | -4.7% |
| 6M | -11.5% | -19.5% | +8.0% | -11.1% |
| YTD | -13.9% | -16.0% | +2.1% | -13.5% |
| 1Y | -11.5% | -22.5% | +11.0% | -11.0% |
| 3Y | +53.7% | -42.3% | +95.9% | +52.9% |
| All | +53.7% | -42.4% | +96.0% | +52.9% |
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