+126.5%
TDG vs TMF
-88.0%
+214.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.7% |
| 7D | -2.4% | -0.9% | -1.6% | -2.4% |
| 30D | -8.0% | -1.0% | -7.0% | -8.0% |
| 3M | -10.5% | -11.3% | +0.8% | -10.3% |
| 6M | -11.9% | -22.7% | +10.8% | -11.6% |
| YTD | -15.4% | -17.3% | +2.0% | -15.1% |
| 1Y | -14.2% | -22.5% | +8.3% | -13.9% |
| 3Y | +51.0% | -43.2% | +94.3% | +50.9% |
| 5Y | +126.5% | -88.3% | +214.8% | +108.0% |
| All | +126.5% | -88.0% | +214.4% | +108.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling