+435.2%
TDY vs TMF
-82.1%
+517.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | +4.1% | -9.3% | +13.3% | +3.8% |
| 30D | +5.7% | +1.9% | +3.8% | +5.8% |
| 3M | -4.4% | -11.2% | +6.8% | -4.8% |
| 6M | +1.2% | -17.7% | +18.9% | +0.7% |
| YTD | +26.0% | -24.5% | +50.5% | +25.0% |
| 1Y | +27.4% | -29.4% | +56.8% | +26.0% |
| 3Y | +67.5% | -33.4% | +100.9% | +66.6% |
| 5Y | +44.9% | -88.7% | +133.6% | +24.3% |
| All | +435.2% | -82.1% | +517.3% | +411.3% |
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