+9.5%
TDY vs TMF
-25.6%
+35.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.8% |
| 7D | -1.9% | -4.8% | +2.9% | -1.0% |
| 30D | -12.5% | -4.9% | -7.6% | -11.7% |
| 3M | -0.8% | -13.4% | +12.6% | +1.8% |
| 6M | -9.0% | -23.0% | +14.1% | -5.1% |
| YTD | +16.8% | -20.2% | +37.0% | +20.7% |
| 1Y | +9.5% | -26.5% | +35.9% | +14.8% |
| All | +9.5% | -25.6% | +35.1% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling