+45.5%
TDY vs TMF
-42.1%
+87.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.5% |
| 7D | -1.8% | -0.9% | -1.0% | -1.8% |
| 30D | -13.8% | -1.0% | -12.8% | -13.7% |
| 3M | -3.9% | -11.3% | +7.4% | -3.1% |
| 6M | -9.0% | -22.7% | +13.7% | -7.6% |
| YTD | +16.5% | -17.3% | +33.9% | +17.9% |
| 1Y | +9.3% | -22.5% | +31.7% | +10.8% |
| All | +45.5% | -42.1% | +87.5% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling