+45.0%
TDY vs TMF
-88.6%
+133.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | +4.1% | -9.3% | +13.3% | +4.5% |
| 30D | +5.7% | +1.9% | +3.8% | +5.6% |
| 3M | -4.4% | -11.2% | +6.8% | -4.0% |
| 6M | +1.2% | -17.7% | +18.9% | +1.9% |
| YTD | +26.0% | -24.5% | +50.5% | +27.3% |
| 1Y | +27.4% | -29.4% | +56.8% | +28.9% |
| 3Y | +67.5% | -33.4% | +100.9% | +68.8% |
| All | +45.0% | -88.6% | +133.6% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling