+9,309.4%
TDG vs TMF
-68.9%
+9,378.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -2.0% | -1.4% | -0.6% | -2.2% |
| 30D | -7.4% | -2.8% | -4.6% | -7.6% |
| 3M | -5.4% | -10.9% | +5.5% | -6.6% |
| 6M | -11.6% | -21.3% | +9.7% | -14.0% |
| YTD | -12.6% | -15.9% | +3.3% | -14.2% |
| 1Y | -9.3% | -15.7% | +6.4% | -10.9% |
| 3Y | +49.2% | -43.4% | +92.5% | +42.4% |
| 5Y | +132.1% | -87.8% | +219.9% | +81.7% |
| 10Y | +544.8% | -86.7% | +631.6% | +444.7% |
| All | +9,309.4% | -68.9% | +9,378.2% | +11,318.0% |
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 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