+460.3%
TDY vs TMF
-86.4%
+546.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.1% |
| 7D | -1.9% | -4.8% | +2.9% | -2.0% |
| 30D | -12.5% | -4.9% | -7.6% | -12.6% |
| 3M | -0.8% | -13.4% | +12.6% | -1.3% |
| 6M | -9.0% | -23.0% | +14.1% | -9.8% |
| YTD | +16.8% | -20.2% | +37.0% | +15.9% |
| 1Y | +9.5% | -26.5% | +35.9% | +8.2% |
| 3Y | +45.4% | -45.2% | +90.6% | +42.4% |
| 5Y | +37.8% | -88.4% | +126.2% | +16.8% |
| All | +460.3% | -86.4% | +546.8% | +412.0% |
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 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